+474.1%
HCA vs DOC
-2.1%
+476.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -3.1% | -1.5% | -1.6% | -2.4% |
| 30D | -1.1% | -4.8% | +3.6% | +1.0% |
| 3M | +12.2% | +6.9% | +5.3% | +8.8% |
| 6M | -25.3% | +20.7% | -46.1% | -32.2% |
| YTD | -12.9% | +34.1% | -47.1% | -25.1% |
| 1Y | -0.9% | +22.6% | -23.6% | -11.3% |
| 3Y | +47.6% | +20.8% | +26.8% | +30.1% |
| 5Y | +67.0% | -24.9% | +91.8% | +85.5% |
| All | +474.1% | -2.1% | +476.2% | +458.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling