+108.4%
HCA vs DOCS
-51.8%
+160.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | +12.7% | +17.4% | -4.7% | +11.6% |
| 3M | +21.3% | +57.4% | -36.1% | +17.3% |
| 6M | +15.7% | +26.5% | -10.8% | +13.1% |
| YTD | +6.6% | -26.6% | +33.2% | +8.0% |
| 1Y | +5.7% | -48.1% | +53.8% | +9.7% |
| 3Y | +119.2% | +52.6% | +66.6% | +96.5% |
| All | +108.4% | -51.8% | +160.3% | +95.4% |
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