+370.1%
ISRG vs HUBB
+427.3%
-57.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | -5.0% | +1.1% | -6.1% | -5.5% |
| 30D | -10.2% | -9.6% | -0.6% | -6.2% |
| 3M | -17.2% | -6.2% | -11.0% | -15.9% |
| 6M | -28.4% | -6.2% | -22.3% | -28.0% |
| YTD | -37.6% | +3.4% | -41.0% | -40.5% |
| 1Y | -24.4% | +5.3% | -29.8% | -29.1% |
| 3Y | +18.4% | +44.4% | -25.9% | -9.2% |
| 5Y | -1.0% | +152.4% | -153.3% | -45.8% |
| 10Y | +370.1% | +437.0% | -66.9% | +75.0% |
| All | +370.1% | +427.3% | -57.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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