+19.2%
ISRG vs HYG
+25.7%
-6.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.4% |
| 7D | -2.5% | -0.7% | -1.8% | -0.4% |
| 30D | -10.2% | -0.6% | -9.6% | -8.6% |
| 3M | -12.5% | +0.4% | -12.9% | -13.4% |
| 6M | -25.8% | +1.2% | -27.0% | -28.1% |
| YTD | -36.4% | +1.5% | -37.8% | -38.7% |
| 1Y | -19.9% | +3.2% | -23.1% | -26.4% |
| All | +19.2% | +25.7% | -6.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling