+207.8%
ISRG vs HUT
+221.4%
-13.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +1.3% |
| 7D | -2.0% | +9.3% | -11.4% | -2.6% |
| 30D | +5.6% | -23.1% | +28.7% | +6.6% |
| 3M | +10.5% | -30.6% | +41.1% | +11.8% |
| 6M | +2.6% | -46.9% | +49.5% | +4.6% |
| YTD | -21.7% | +25.3% | -47.0% | -26.1% |
| 1Y | -21.6% | +59.8% | -81.4% | -27.7% |
| 3Y | +57.0% | +467.2% | -410.2% | +22.3% |
| 5Y | +25.0% | -24.6% | +49.6% | +1.7% |
| All | +207.8% | +221.4% | -13.6% | +86.5% |
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