+154.4%
ISRG vs HUT
+422.3%
-267.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.3% |
| 7D | -1.6% | +17.8% | -19.4% | -2.7% |
| 30D | -2.3% | +0.8% | -3.1% | -2.6% |
| 3M | -12.4% | -26.8% | +14.3% | -11.5% |
| 6M | -26.8% | +72.6% | -99.4% | -31.1% |
| YTD | -35.3% | +103.6% | -138.9% | -40.2% |
| 1Y | -19.3% | +265.3% | -284.6% | -29.9% |
| 3Y | +18.1% | +689.4% | -671.3% | -9.2% |
| 5Y | +2.6% | +75.3% | -72.7% | -19.7% |
| All | +154.4% | +422.3% | -267.9% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling