+796.1%
ISRG vs HLT
+653.9%
+142.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.6% | -3.3% | +1.7% | -0.1% |
| 30D | -2.3% | -4.1% | +1.8% | -0.5% |
| 3M | -12.4% | -7.9% | -4.5% | -9.3% |
| 6M | -26.8% | +2.2% | -29.0% | -28.0% |
| YTD | -35.3% | +8.5% | -43.7% | -38.2% |
| 1Y | -19.3% | +12.1% | -31.5% | -24.2% |
| 3Y | +18.1% | +107.6% | -89.5% | -16.0% |
| 5Y | +2.6% | +156.4% | -153.7% | -34.2% |
| 10Y | +379.4% | +566.3% | -186.9% | +113.5% |
| All | +796.1% | +653.9% | +142.2% | +297.6% |
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