-35.6%
DOCN vs HCA
+106.8%
-142.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.2% |
| 7D | -19.2% | +4.6% | -23.8% | -20.4% |
| 30D | -43.1% | +12.7% | -55.8% | -45.4% |
| 3M | -40.7% | +21.3% | -62.0% | -44.5% |
| 6M | -55.0% | +15.7% | -70.7% | -57.6% |
| YTD | +50.6% | +6.6% | +44.0% | +44.9% |
| 1Y | +54.0% | +5.7% | +48.2% | +48.0% |
| 3Y | +203.9% | +119.2% | +84.7% | +86.8% |
| All | -35.6% | +106.8% | -142.4% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling