+106.6%
HCA vs DOCS
-36.0%
+142.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.9% |
| 7D | -3.1% | -1.4% | -1.6% | -3.0% |
| 30D | -1.1% | +21.8% | -23.0% | -2.4% |
| 3M | +12.2% | +27.3% | -15.1% | +10.4% |
| 6M | -25.3% | -0.3% | -25.0% | -25.8% |
| YTD | -12.9% | -40.5% | +27.5% | -11.1% |
| 1Y | -0.9% | -61.5% | +60.6% | +3.5% |
| 3Y | +47.6% | +8.2% | +39.5% | +39.8% |
| 5Y | +67.0% | -73.4% | +140.4% | +58.5% |
| All | +106.6% | -36.0% | +142.6% | +105.3% |
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 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