-23.6%
DOC vs HRB
+126.2%
-149.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.2% |
| 7D | -1.5% | -5.7% | +4.2% | -0.6% |
| 30D | -4.8% | +7.9% | -12.7% | -6.1% |
| 3M | +6.9% | +32.1% | -25.2% | +2.0% |
| 6M | +20.7% | +62.2% | -41.5% | +10.9% |
| YTD | +34.1% | +16.4% | +17.7% | +30.8% |
| 1Y | +22.6% | -0.3% | +22.9% | +23.2% |
| 3Y | +20.8% | +36.0% | -15.2% | +11.2% |
| All | -23.6% | +126.2% | -149.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling