+25.5%
ISRG vs HLT
+162.2%
-136.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | +5.6% | +13.7% | -8.2% | -1.7% |
| 3M | +10.5% | +16.3% | -5.8% | +1.6% |
| 6M | +2.6% | +19.9% | -17.3% | -7.8% |
| YTD | -21.7% | +30.1% | -51.7% | -33.3% |
| 1Y | -21.6% | +38.5% | -60.1% | -35.7% |
| 3Y | +57.0% | +131.0% | -74.0% | -4.9% |
| All | +25.5% | +162.2% | -136.8% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling