-22.2%
DOC vs HRB
+162.1%
-184.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +6.2% | +10.7% | -4.5% | +4.5% |
| 30D | +6.5% | +29.0% | -22.6% | +2.4% |
| 3M | -6.2% | +21.0% | -27.2% | -9.3% |
| 6M | +25.6% | +86.9% | -61.4% | +12.7% |
| YTD | +32.1% | +30.5% | +1.6% | +26.4% |
| 1Y | +20.3% | +13.6% | +6.7% | +18.4% |
| 3Y | +42.7% | +42.0% | +0.7% | +30.5% |
| 5Y | -22.2% | +157.2% | -179.4% | -37.3% |
| All | -22.2% | +162.1% | -184.3% | -37.3% |
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