+67.5%
HCA vs DOCU
-78.0%
+145.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.3% |
| 7D | -3.1% | +6.9% | -10.0% | -3.6% |
| 30D | -1.1% | +19.0% | -20.1% | -2.6% |
| 3M | +12.2% | +34.3% | -22.1% | +9.3% |
| 6M | -25.3% | +48.0% | -73.4% | -28.0% |
| YTD | -12.9% | 0.0% | -13.0% | -13.3% |
| 1Y | -0.9% | -10.3% | +9.3% | -0.6% |
| 3Y | +47.6% | +32.4% | +15.2% | +38.0% |
| All | +67.5% | -78.0% | +145.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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