+2,121.8%
HCA vs DOC
+35.7%
+2,086.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.2% | +9.0% |
| 7D | +10.2% | +8.7% | +1.5% | +6.4% |
| 30D | +17.4% | +7.6% | +9.8% | +13.7% |
| 3M | +27.7% | -5.3% | +32.9% | +30.4% |
| 6M | +20.0% | +27.6% | -7.6% | +6.7% |
| YTD | +10.0% | +32.4% | -22.4% | -4.4% |
| 1Y | +9.0% | +22.9% | -13.8% | -2.1% |
| 3Y | +126.4% | +43.1% | +83.3% | +85.8% |
| 5Y | +115.2% | -21.4% | +136.6% | +130.7% |
| 10Y | +633.2% | +16.8% | +616.4% | +539.3% |
| All | +2,121.8% | +35.7% | +2,086.0% | +1,478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling