-53.1%
DOCS vs HRB
+144.1%
-197.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.1% | -7.8% | +7.8% | +1.8% |
| 30D | +8.7% | +15.7% | -7.1% | +5.1% |
| 3M | +32.9% | -5.5% | +38.4% | +34.1% |
| 6M | +25.5% | +41.1% | -15.6% | +15.7% |
| YTD | -25.0% | +20.4% | -45.4% | -29.7% |
| 1Y | -34.9% | +15.2% | -50.1% | -38.5% |
| 3Y | +39.3% | +24.3% | +15.0% | +24.4% |
| All | -53.1% | +144.1% | -197.2% | -62.0% |
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