+356.0%
ISRG vs HSY
+122.8%
+233.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | -7.6% | -4.2% | -3.3% | -6.3% |
| 3M | -16.4% | -0.7% | -15.6% | -16.2% |
| 6M | -28.6% | -21.8% | -6.8% | -23.0% |
| YTD | -38.2% | -2.7% | -35.5% | -38.3% |
| 1Y | -25.5% | -4.8% | -20.7% | -25.3% |
| 3Y | +17.4% | -9.4% | +26.8% | +17.1% |
| 5Y | -3.0% | +11.3% | -14.2% | -14.4% |
| 10Y | +356.0% | +125.0% | +230.9% | +218.9% |
| All | +356.0% | +122.8% | +233.1% | +218.9% |
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