-27.5%
DOCN vs HRB
+140.6%
-168.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.9% |
| 7D | +19.1% | -5.1% | +24.2% | +20.1% |
| 30D | -21.0% | +8.7% | -29.7% | -22.7% |
| 3M | -34.7% | -5.4% | -29.4% | -34.6% |
| 6M | -45.8% | +41.6% | -87.3% | -52.0% |
| YTD | +79.4% | +18.7% | +60.7% | +69.6% |
| 1Y | +91.0% | +16.4% | +74.6% | +81.5% |
| 3Y | +237.5% | +22.0% | +215.5% | +194.4% |
| All | -27.5% | +140.6% | -168.1% | -56.2% |
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