-4.4%
DOC vs HRB
+236.9%
-241.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.8% |
| 7D | -1.5% | -5.7% | +4.2% | 0.0% |
| 30D | -4.8% | +7.9% | -12.7% | -7.1% |
| 3M | +6.9% | +32.1% | -25.2% | -1.6% |
| 6M | +20.7% | +62.2% | -41.5% | +3.6% |
| YTD | +34.1% | +16.4% | +17.7% | +26.1% |
| 1Y | +22.6% | -0.3% | +22.9% | +20.4% |
| 3Y | +20.8% | +36.0% | -15.2% | +4.8% |
| 5Y | -24.9% | +125.2% | -150.1% | -46.6% |
| All | -4.4% | +236.9% | -241.3% | -45.5% |
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