+116.3%
HCA vs DOCS
-53.5%
+169.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.2% |
| 7D | -0.9% | -4.2% | +3.3% | -0.6% |
| 30D | +10.3% | +8.6% | +1.7% | +9.7% |
| 3M | +23.2% | +27.2% | -4.0% | +21.2% |
| 6M | +19.1% | +26.5% | -7.4% | +16.5% |
| YTD | +9.0% | -25.0% | +33.9% | +10.2% |
| 1Y | +10.2% | -37.0% | +47.2% | +12.9% |
| 3Y | +122.4% | +39.4% | +83.0% | +101.7% |
| 5Y | +116.3% | -56.7% | +173.0% | +103.7% |
| All | +116.3% | -53.5% | +169.8% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling