+46.5%
ISRG vs HTZ
-92.5%
+139.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.4% | +5.0% | -2.8% |
| 7D | +4.8% | -14.6% | +19.4% | +5.9% |
| 30D | +9.2% | -20.8% | +30.0% | +10.8% |
| 3M | +21.2% | -18.8% | +40.0% | +22.1% |
| 6M | +0.2% | -74.7% | +74.9% | +8.1% |
| YTD | -20.1% | -68.1% | +48.0% | -16.0% |
| 1Y | -17.3% | -73.5% | +56.1% | -12.0% |
| 3Y | +63.3% | -81.8% | +145.1% | +72.9% |
| 5Y | +24.1% | -95.2% | +119.3% | +49.0% |
| All | +46.5% | -92.5% | +139.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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