-20.1%
ISRG vs HWM
+3.8%
-23.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.4% |
| 7D | +5.4% | +1.6% | +3.8% | +5.1% |
| 30D | +8.6% | -3.9% | +12.6% | +8.9% |
| 3M | +21.6% | -23.2% | +44.8% | +25.3% |
| 6M | +2.3% | -20.0% | +22.3% | +4.4% |
| YTD | -18.7% | +5.7% | -24.4% | -20.3% |
| All | -20.1% | +3.8% | -23.8% | -21.1% |
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