+158.6%
HCA vs DOCS
-19.3%
+177.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.2% |
| 7D | -0.9% | -4.2% | +3.3% | -0.7% |
| 30D | +10.3% | +8.6% | +1.7% | +9.9% |
| 3M | +23.2% | +27.2% | -4.0% | +21.6% |
| 6M | +19.1% | +26.5% | -7.4% | +17.0% |
| YTD | +9.0% | -25.0% | +33.9% | +9.9% |
| 1Y | +10.2% | -37.0% | +47.2% | +12.2% |
| 3Y | +122.4% | +39.4% | +83.0% | +107.9% |
| 5Y | +116.3% | -56.7% | +173.0% | +103.8% |
| All | +158.6% | -19.3% | +177.9% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling