+119.2%
HCA vs DOC
+44.2%
+75.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +4.6% | +6.5% | -1.9% | +2.8% |
| 30D | +12.7% | +9.2% | +3.5% | +9.9% |
| 3M | +21.3% | -2.5% | +23.8% | +22.0% |
| 6M | +15.7% | +7.1% | +8.6% | +13.5% |
| YTD | +6.6% | +33.0% | -26.4% | -2.7% |
| 1Y | +5.7% | +23.3% | -17.5% | -0.8% |
| 3Y | +119.2% | +44.9% | +74.3% | +98.6% |
| All | +119.2% | +44.2% | +75.1% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling