-35.6%
DOCN vs HRB
+145.8%
-181.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | +3.2% |
| 7D | -19.2% | +2.7% | -21.8% | -19.6% |
| 30D | -43.1% | +22.1% | -65.1% | -45.6% |
| 3M | -40.7% | +15.7% | -56.4% | -43.2% |
| 6M | -55.0% | +83.3% | -138.3% | -63.5% |
| YTD | +50.6% | +25.0% | +25.6% | +41.4% |
| 1Y | +54.0% | +6.9% | +47.0% | +54.3% |
| 3Y | +203.9% | +39.0% | +164.9% | +152.1% |
| All | -35.6% | +145.8% | -181.4% | -60.7% |
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