+113.2%
HCA vs DOC
-22.1%
+135.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +6.1% | +6.2% | -0.1% | +3.8% |
| 30D | +17.4% | +6.5% | +11.0% | +14.7% |
| 3M | +24.1% | -6.2% | +30.3% | +26.9% |
| 6M | +18.8% | +25.6% | -6.8% | +8.2% |
| YTD | +9.3% | +32.1% | -22.8% | -3.2% |
| 1Y | +8.0% | +20.3% | -12.3% | -0.5% |
| 3Y | +124.9% | +42.7% | +82.2% | +88.1% |
| 5Y | +113.2% | -22.2% | +135.3% | +166.9% |
| All | +113.2% | -22.1% | +135.2% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling