+17,983.8%
ISRG vs HST
+463.8%
+17,520.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -2.3% | -12.3% | +10.0% | +1.9% |
| 3M | -12.4% | -6.4% | -6.1% | -10.8% |
| 6M | -26.8% | +15.0% | -41.8% | -30.6% |
| YTD | -35.3% | +30.5% | -65.8% | -41.2% |
| 1Y | -19.3% | +35.7% | -55.0% | -27.9% |
| 3Y | +18.1% | +68.4% | -50.2% | -3.1% |
| 5Y | +2.6% | +73.1% | -70.5% | -18.2% |
| 10Y | +379.4% | +92.7% | +286.7% | +240.1% |
| All | +17,983.8% | +463.8% | +17,520.0% | +6,404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling