+539.2%
ISRG vs HSY
+128.6%
+410.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -2.0% | -2.1% | +0.1% | -1.4% |
| 30D | +5.6% | +6.1% | -0.5% | +3.4% |
| 3M | +10.5% | -5.6% | +16.2% | +12.4% |
| 6M | +2.6% | -9.5% | +12.2% | +5.6% |
| YTD | -21.7% | -2.1% | -19.6% | -22.2% |
| 1Y | -21.6% | +0.8% | -22.3% | -22.9% |
| 3Y | +57.0% | -2.1% | +59.2% | +50.5% |
| 5Y | +25.0% | +11.2% | +13.7% | +10.1% |
| All | +539.2% | +128.6% | +410.6% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling