-3.0%
ISRG vs HUBB
+154.5%
-157.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | -5.2% | +4.8% | -10.0% | -6.8% |
| 30D | -7.6% | -9.3% | +1.7% | -4.4% |
| 3M | -16.4% | -3.9% | -12.5% | -16.1% |
| 6M | -28.6% | -0.8% | -27.7% | -29.8% |
| YTD | -38.2% | +5.6% | -43.7% | -41.1% |
| 1Y | -25.5% | +7.7% | -33.2% | -30.1% |
| 3Y | +17.4% | +47.5% | -30.0% | -8.3% |
| 5Y | -3.0% | +153.7% | -156.6% | -48.1% |
| All | -3.0% | +154.5% | -157.5% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling