-17.3%
ISRG vs HWM
+0.1%
-17.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.5% |
| 7D | +4.8% | +3.3% | +1.5% | +4.2% |
| 30D | +9.2% | -7.6% | +16.8% | +9.8% |
| 3M | +21.2% | -28.9% | +50.1% | +25.9% |
| 6M | +0.2% | -19.7% | +19.9% | +1.9% |
| YTD | -20.1% | +0.5% | -20.6% | -21.7% |
| 1Y | -17.3% | +0.3% | -17.6% | -17.9% |
| All | -17.3% | +0.1% | -17.4% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling