-21.4%
DOC vs HRB
+170.2%
-191.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.4% |
| 7D | +8.7% | +16.0% | -7.3% | +6.2% |
| 30D | +7.6% | +32.1% | -24.4% | +3.1% |
| 3M | -5.3% | +21.5% | -26.8% | -8.4% |
| 6M | +27.6% | +82.1% | -54.5% | +15.0% |
| YTD | +32.4% | +31.6% | +0.8% | +26.5% |
| 1Y | +22.9% | +15.9% | +7.0% | +20.5% |
| 3Y | +43.1% | +43.2% | -0.1% | +30.6% |
| 5Y | -21.4% | +166.4% | -187.7% | -37.6% |
| All | -21.4% | +170.2% | -191.6% | -37.6% |
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