-50.3%
DOCS vs HRB
+141.6%
-191.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.0% |
| 7D | -1.4% | -5.7% | +4.2% | -0.3% |
| 30D | +21.8% | +7.9% | +13.9% | +19.5% |
| 3M | +27.3% | +32.1% | -4.8% | +19.8% |
| 6M | -0.3% | +62.2% | -62.6% | -9.8% |
| YTD | -40.5% | +16.4% | -56.9% | -43.6% |
| 1Y | -61.5% | -0.3% | -61.3% | -62.8% |
| 3Y | +8.2% | +36.0% | -27.9% | -3.2% |
| 5Y | -73.4% | +125.2% | -198.6% | -76.5% |
| All | -50.3% | +141.6% | -191.9% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling