+105.1%
DOCN vs HCA
+186.8%
-81.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.5% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | -33.7% | +10.3% | -44.0% | -35.7% |
| 3M | -27.9% | +23.2% | -51.1% | -32.3% |
| 6M | -46.4% | +19.1% | -65.6% | -49.7% |
| YTD | +81.1% | +9.0% | +72.1% | +74.0% |
| 1Y | +74.3% | +10.2% | +64.1% | +66.2% |
| 3Y | +245.8% | +122.4% | +123.5% | +127.6% |
| 5Y | -23.7% | +116.3% | -140.0% | -51.1% |
| All | +105.1% | +186.8% | -81.7% | +34.8% |
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