+10.2%
HCA vs DOC
+22.3%
-12.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -0.9% | +1.0% | -2.0% | -1.1% |
| 30D | +10.3% | +8.1% | +2.2% | +8.9% |
| 3M | +23.2% | +0.9% | +22.3% | +22.9% |
| 6M | +19.1% | +6.3% | +12.9% | +18.6% |
| YTD | +9.0% | +33.8% | -24.8% | +6.0% |
| 1Y | +10.2% | +21.6% | -11.4% | +11.7% |
| All | +10.2% | +22.3% | -12.1% | +11.7% |
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