+28.4%
ISRG vs HTZ
-94.7%
+123.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -20.8% | +18.0% | -1.3% |
| 7D | +4.4% | -7.7% | +12.1% | +4.9% |
| 30D | +15.8% | -13.1% | +28.9% | +16.7% |
| 3M | +24.9% | +14.7% | +10.1% | +22.3% |
| 6M | +3.8% | -70.6% | +74.4% | +11.1% |
| YTD | -17.3% | -65.2% | +47.9% | -13.4% |
| 1Y | -14.6% | -73.2% | +58.6% | -8.8% |
| 3Y | +68.2% | -80.8% | +149.0% | +81.5% |
| 5Y | +28.4% | -94.8% | +123.2% | +64.2% |
| All | +28.4% | -94.7% | +123.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling