+155.0%
HCA vs DOCS
-19.0%
+174.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.8% | +2.6% | -1.7% | +0.7% |
| 30D | +6.1% | +11.4% | -5.3% | +5.5% |
| 3M | +21.4% | +25.4% | -4.0% | +19.9% |
| 6M | +17.2% | +42.5% | -25.4% | +14.4% |
| YTD | +7.5% | -24.7% | +32.2% | +8.3% |
| 1Y | +6.2% | -32.9% | +39.1% | +7.7% |
| 3Y | +122.0% | +39.6% | +82.4% | +107.6% |
| 5Y | +112.2% | -54.6% | +166.8% | +100.1% |
| All | +155.0% | -19.0% | +174.1% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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