+19.2%
ISRG vs HLT
+99.0%
-79.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.2% |
| 7D | -2.5% | -2.6% | 0.0% | -1.1% |
| 30D | -10.2% | -2.6% | -7.5% | -8.9% |
| 3M | -12.5% | -9.4% | -3.1% | -8.0% |
| 6M | -25.8% | +2.7% | -28.5% | -27.8% |
| YTD | -36.4% | +6.8% | -43.1% | -39.7% |
| 1Y | -19.9% | +12.4% | -32.2% | -26.7% |
| All | +19.2% | +99.0% | -79.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling