+1,464.0%
DHI vs SW
+722.5%
+741.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | +4.3% | +2.3% | +2.0% | +4.1% |
| 30D | +14.3% | +6.8% | +7.5% | +13.6% |
| 3M | +4.3% | -5.2% | +9.5% | +4.8% |
| 6M | +2.7% | +7.4% | -4.7% | +2.2% |
| YTD | +6.7% | +17.4% | -10.7% | +5.3% |
| 1Y | +6.1% | +27.1% | -21.0% | +4.2% |
| 3Y | +33.5% | +47.9% | -14.4% | +29.5% |
| 5Y | +73.4% | -2.6% | +76.0% | +69.6% |
| 10Y | +492.5% | +182.7% | +309.8% | +443.4% |
| All | +1,464.0% | +722.5% | +741.4% | +1,472.2% |
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