+532.1%
DHI vs SW
+183.3%
+348.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.8% | +1.8% | -0.1% | +1.5% |
| 30D | +15.4% | +7.0% | +8.3% | +14.2% |
| 3M | +3.0% | -7.6% | +10.6% | +4.3% |
| 6M | +5.7% | +8.5% | -2.8% | +4.6% |
| YTD | +9.0% | +17.7% | -8.7% | +6.5% |
| 1Y | +8.8% | +27.1% | -18.3% | +5.3% |
| 3Y | +33.0% | +48.2% | -15.2% | +26.0% |
| 5Y | +68.1% | -2.3% | +70.4% | +61.8% |
| 10Y | +532.1% | +183.3% | +348.7% | +387.1% |
| All | +532.1% | +183.3% | +348.7% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling