+537.3%
ISRG vs HWM
+1,599.0%
-1,061.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | +2.1% | -1.8% | +3.9% | +2.4% |
| 30D | +6.2% | -2.7% | +8.8% | +6.3% |
| 3M | +14.4% | -22.7% | +37.1% | +22.7% |
| 6M | 0.0% | -18.9% | +18.9% | +5.2% |
| YTD | -20.5% | +7.1% | -27.6% | -24.4% |
| 1Y | -21.9% | +4.7% | -26.6% | -25.2% |
| 3Y | +62.2% | +345.6% | -283.4% | -5.6% |
| 5Y | +25.2% | +588.3% | -563.1% | -36.8% |
| 10Y | +537.3% | +1,516.2% | -978.8% | +127.0% |
| All | +537.3% | +1,599.0% | -1,061.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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