+1,366.1%
DHI vs SW
+755.0%
+611.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -3.1% | -5.1% | +1.9% | -2.7% |
| 30D | -5.5% | -4.6% | -0.9% | -5.1% |
| 3M | -2.2% | +9.4% | -11.6% | -2.9% |
| 6M | -6.0% | +3.5% | -9.5% | -6.3% |
| YTD | 0.0% | +22.0% | -22.0% | -1.6% |
| 1Y | -18.2% | +2.2% | -20.4% | -18.6% |
| 3Y | +22.5% | +19.6% | +3.0% | +20.0% |
| 5Y | +58.4% | -2.3% | +60.7% | +54.5% |
| 10Y | +405.2% | +181.4% | +223.8% | +361.9% |
| All | +1,366.1% | +755.0% | +611.1% | +1,368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling