-54.2%
DOCS vs HRB
+145.8%
-200.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | +17.4% | +22.1% | -4.7% | +12.3% |
| 3M | +57.4% | +15.7% | +41.6% | +51.6% |
| 6M | +26.5% | +83.3% | -56.8% | +10.3% |
| YTD | -26.6% | +25.0% | -51.6% | -31.7% |
| 1Y | -48.1% | +6.9% | -55.0% | -50.5% |
| 3Y | +52.6% | +39.0% | +13.6% | +33.2% |
| All | -54.2% | +145.8% | -200.1% | -63.1% |
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