+87.1%
DOCN vs HCA
+185.8%
-98.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -12.1% | +9.0% | -21.1% | -14.3% |
| 30D | -41.0% | +11.8% | -52.8% | -43.0% |
| 3M | -38.7% | +22.1% | -60.8% | -42.3% |
| 6M | -51.5% | +16.4% | -67.9% | -54.0% |
| YTD | +65.3% | +8.6% | +56.6% | +58.9% |
| 1Y | +53.9% | +10.6% | +43.3% | +46.5% |
| 3Y | +215.6% | +121.7% | +93.9% | +107.9% |
| 5Y | -26.2% | +114.5% | -140.6% | -52.6% |
| All | +87.1% | +185.8% | -98.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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