+386.2%
ISRG vs HLT
+590.2%
-204.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +0.7% | -1.6% | +2.3% | +1.5% |
| 30D | -8.0% | -5.0% | -3.0% | -5.7% |
| 3M | -10.6% | -10.4% | -0.2% | -5.9% |
| 6M | -25.1% | +3.2% | -28.3% | -26.8% |
| YTD | -34.8% | +6.7% | -41.6% | -37.5% |
| 1Y | -19.0% | +10.3% | -29.3% | -23.7% |
| 3Y | +22.1% | +99.3% | -77.2% | -14.4% |
| 5Y | +8.2% | +143.7% | -135.5% | -32.1% |
| All | +386.2% | +590.2% | -204.0% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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