+386.2%
ISRG vs HYG
+56.1%
+330.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | +0.7% | -0.7% | +1.4% | +2.2% |
| 30D | -8.0% | -0.7% | -7.3% | -6.5% |
| 3M | -10.6% | -0.2% | -10.4% | -10.1% |
| 6M | -25.1% | +1.4% | -26.5% | -27.2% |
| YTD | -34.8% | +1.5% | -36.3% | -36.6% |
| 1Y | -19.0% | +2.9% | -21.9% | -23.6% |
| 3Y | +22.1% | +25.6% | -3.6% | -23.2% |
| 5Y | +8.2% | +18.6% | -10.4% | -20.9% |
| All | +386.2% | +56.1% | +330.1% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling