-19.0%
ISRG vs HUM
+50.8%
-69.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.4% |
| 7D | +0.7% | +2.1% | -1.4% | +0.6% |
| 30D | -8.0% | +5.4% | -13.4% | -8.1% |
| 3M | -10.6% | +11.4% | -22.0% | -11.1% |
| 6M | -25.1% | +141.5% | -166.6% | -28.8% |
| YTD | -34.8% | +61.2% | -96.0% | -36.5% |
| 1Y | -19.0% | +49.2% | -68.2% | -21.2% |
| All | -19.0% | +50.8% | -69.8% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling