+13.7%
DOC vs HRB
+265.0%
-251.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +6.2% | +10.7% | -4.5% | +3.4% |
| 30D | +6.5% | +29.0% | -22.6% | -0.5% |
| 3M | -6.2% | +21.0% | -27.2% | -11.5% |
| 6M | +25.6% | +86.9% | -61.4% | +4.0% |
| YTD | +32.1% | +30.5% | +1.6% | +20.2% |
| 1Y | +20.3% | +13.6% | +6.7% | +13.9% |
| 3Y | +42.7% | +42.0% | +0.7% | +22.7% |
| 5Y | -22.2% | +157.2% | -179.4% | -46.6% |
| All | +13.7% | +265.0% | -251.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling