-10.5%
ISRG vs HYG
+1.8%
-12.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +7.4% |
| 7D | +8.5% | -0.1% | +8.6% | +8.7% |
| 30D | +18.6% | +0.7% | +17.9% | +16.3% |
| 3M | +30.9% | -2.0% | +32.9% | +38.7% |
| 6M | +6.6% | -0.9% | +7.5% | +9.5% |
| YTD | -14.9% | +0.1% | -14.9% | -13.8% |
| 1Y | -10.5% | +1.6% | -12.1% | -15.3% |
| All | -10.5% | +1.8% | -12.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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