-73.2%
DOCS vs HRB
+126.2%
-199.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.0% |
| 7D | -1.4% | -5.7% | +4.2% | -0.4% |
| 30D | +21.8% | +7.9% | +13.9% | +19.6% |
| 3M | +27.3% | +32.1% | -4.8% | +20.0% |
| 6M | -0.3% | +62.2% | -62.6% | -9.5% |
| YTD | -40.5% | +16.4% | -56.9% | -43.5% |
| 1Y | -61.5% | -0.3% | -61.3% | -62.9% |
| 3Y | +8.2% | +36.0% | -27.9% | -2.8% |
| All | -73.2% | +126.2% | -199.4% | -78.4% |
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