+9.0%
HCA vs DOC
+21.8%
-12.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.2% | +9.8% |
| 7D | +10.2% | +8.7% | +1.5% | +8.8% |
| 30D | +17.4% | +7.6% | +9.8% | +16.0% |
| 3M | +27.7% | -5.3% | +32.9% | +28.6% |
| 6M | +20.0% | +27.6% | -7.6% | +18.0% |
| YTD | +10.0% | +32.4% | -22.4% | +6.5% |
| 1Y | +9.0% | +22.9% | -13.8% | +9.8% |
| All | +9.0% | +21.8% | -12.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling