+98.6%
DOCU vs HRB
+169.1%
-70.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -3.2% | +10.7% | -13.9% | -5.1% |
| 30D | +15.7% | +29.0% | -13.4% | +10.1% |
| 3M | +37.3% | +21.0% | +16.3% | +31.6% |
| 6M | +63.1% | +86.9% | -23.8% | +44.4% |
| YTD | +15.4% | +30.5% | -15.1% | +8.0% |
| 1Y | +11.3% | +13.6% | -2.3% | +6.4% |
| 3Y | +92.1% | +42.0% | +50.0% | +75.3% |
| 5Y | -70.5% | +157.2% | -227.7% | -74.6% |
| All | +98.6% | +169.1% | -70.5% | +73.2% |
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