-27.4%
DOCN vs HCA
+113.4%
-140.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +3.6% |
| 7D | +27.4% | -1.3% | +28.7% | +27.9% |
| 30D | -29.7% | +8.7% | -38.4% | -31.8% |
| 3M | -32.5% | +21.0% | -53.4% | -36.7% |
| 6M | -42.2% | +17.0% | -59.1% | -45.6% |
| YTD | +87.2% | +7.8% | +79.4% | +79.5% |
| 1Y | +86.2% | +6.4% | +79.8% | +79.1% |
| 3Y | +257.4% | +120.0% | +137.4% | +120.0% |
| 5Y | -27.4% | +112.9% | -140.2% | -59.5% |
| All | -27.4% | +113.4% | -140.8% | -59.5% |
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