+5.7%
ISRG vs HYG
+18.3%
-12.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.1% |
| 7D | -2.5% | -0.7% | -1.8% | -0.9% |
| 30D | -10.2% | -0.6% | -9.6% | -9.0% |
| 3M | -12.5% | +0.4% | -12.9% | -13.2% |
| 6M | -25.8% | +1.2% | -27.0% | -27.6% |
| YTD | -36.4% | +1.5% | -37.8% | -38.2% |
| 1Y | -19.9% | +3.2% | -23.1% | -25.0% |
| 3Y | +20.9% | +25.9% | -5.0% | -24.4% |
| 5Y | +5.7% | +18.6% | -12.9% | -10.2% |
| All | +5.7% | +18.3% | -12.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling