+984.0%
ISRG vs HLT
+803.9%
+180.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +10.5% | +16.3% | -5.8% | +3.1% |
| 6M | +2.6% | +19.9% | -17.3% | -6.0% |
| YTD | -21.7% | +30.1% | -51.7% | -31.1% |
| 1Y | -21.6% | +38.5% | -60.1% | -33.1% |
| 3Y | +57.0% | +131.0% | -74.0% | +6.3% |
| 5Y | +25.0% | +163.7% | -138.7% | -21.2% |
| 10Y | +542.1% | +697.4% | -155.3% | +163.5% |
| All | +984.0% | +803.9% | +180.1% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling