+211.9%
ISRG vs HUT
+240.9%
-29.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -0.6% |
| 7D | -6.8% | +24.8% | -31.5% | -8.2% |
| 30D | +5.1% | -28.4% | +33.5% | +6.6% |
| 3M | +12.0% | -31.2% | +43.3% | +13.4% |
| 6M | +7.0% | -40.2% | +47.3% | +8.3% |
| YTD | -20.6% | +32.9% | -53.5% | -25.4% |
| 1Y | -21.4% | +39.1% | -60.5% | -26.9% |
| 3Y | +62.0% | +462.8% | -400.8% | +26.3% |
| 5Y | +28.1% | -13.9% | +42.0% | +3.6% |
| All | +211.9% | +240.9% | -29.0% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling