+84.2%
DOCN vs HCA
+186.1%
-101.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.0% | +6.0% | +7.5% |
| 7D | -12.8% | +7.9% | -20.7% | -14.7% |
| 30D | -41.9% | +11.9% | -53.8% | -43.9% |
| 3M | -36.9% | +22.4% | -59.3% | -40.7% |
| 6M | -52.2% | +16.5% | -68.7% | -54.8% |
| YTD | +62.7% | +8.7% | +54.0% | +56.4% |
| 1Y | +58.2% | +6.7% | +51.6% | +52.7% |
| 3Y | +219.5% | +127.0% | +92.5% | +108.0% |
| 5Y | -32.9% | +113.9% | -146.8% | -56.9% |
| All | +84.2% | +186.1% | -101.9% | +21.2% |
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