+2,461.9%
ISRG vs HYG
+153.4%
+2,308.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.5% | -4.4% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.6% | -0.1% | -7.5% | -7.5% |
| 3M | -16.4% | +1.0% | -17.3% | -17.4% |
| 6M | -28.6% | +2.3% | -30.9% | -30.7% |
| YTD | -38.2% | +2.1% | -40.3% | -39.8% |
| 1Y | -25.5% | +3.8% | -29.3% | -29.1% |
| 3Y | +17.4% | +26.7% | -9.3% | -13.9% |
| 5Y | -3.0% | +19.3% | -22.2% | -21.3% |
| 10Y | +356.0% | +55.3% | +300.7% | +181.2% |
| All | +2,461.9% | +153.4% | +2,308.5% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling