-71.7%
DOCU vs HRB
+145.8%
-217.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.6% | -0.2% |
| 7D | -5.5% | +2.7% | -8.2% | -6.5% |
| 30D | +12.6% | +22.1% | -9.4% | +4.8% |
| 3M | +36.4% | +15.7% | +20.7% | +28.0% |
| 6M | +66.8% | +83.3% | -16.5% | +32.4% |
| YTD | +13.5% | +25.0% | -11.6% | +2.6% |
| 1Y | +11.3% | +6.9% | +4.4% | +6.0% |
| 3Y | +92.1% | +39.0% | +53.0% | +54.8% |
| All | -71.7% | +145.8% | -217.5% | -83.6% |
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