+386.2%
ISRG vs HUM
+152.7%
+233.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.9% |
| 7D | +0.7% | +2.1% | -1.4% | +0.2% |
| 30D | -8.0% | +5.4% | -13.4% | -9.2% |
| 3M | -10.6% | +11.4% | -22.0% | -13.5% |
| 6M | -25.1% | +141.5% | -166.6% | -41.2% |
| YTD | -34.8% | +61.2% | -96.0% | -43.7% |
| 1Y | -19.0% | +49.2% | -68.2% | -29.2% |
| 3Y | +22.1% | -9.0% | +31.1% | +19.8% |
| 5Y | +8.2% | +7.2% | +1.0% | -5.4% |
| All | +386.2% | +152.7% | +233.5% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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