+539.2%
ISRG vs HWM
+1,487.1%
-947.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -2.0% | +7.3% | -9.3% | -4.2% |
| 30D | +5.6% | +1.6% | +4.0% | +4.3% |
| 3M | +10.5% | -21.9% | +32.4% | +18.2% |
| 6M | +2.6% | -19.0% | +21.7% | +8.0% |
| YTD | -21.7% | +7.9% | -29.6% | -25.7% |
| 1Y | -21.6% | +9.9% | -31.5% | -26.1% |
| 3Y | +57.0% | +342.1% | -285.1% | -8.5% |
| 5Y | +25.0% | +600.8% | -575.8% | -37.3% |
| All | +539.2% | +1,487.1% | -947.9% | +129.2% |
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