-10.5%
ISRG vs HUT
-2.9%
-7.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.2% | +32.6% | +9.2% |
| 7D | +8.5% | -29.5% | +38.1% | +8.4% |
| 30D | +18.6% | -45.2% | +63.8% | +18.7% |
| 3M | +30.9% | -51.6% | +82.5% | +31.3% |
| 6M | +6.6% | -37.3% | +43.9% | +4.2% |
| YTD | -14.9% | +6.5% | -21.4% | -19.4% |
| 1Y | -10.5% | +1.7% | -12.3% | -15.1% |
| All | -10.5% | -2.9% | -7.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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