+1,388.6%
DHI vs SW
+705.6%
+683.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -8.0% | -3.0% | -5.1% | -7.8% |
| 30D | +7.0% | +4.2% | +2.8% | +6.7% |
| 3M | -0.6% | -11.5% | +10.9% | +0.5% |
| 6M | +1.5% | +8.6% | -7.1% | +0.9% |
| YTD | +1.5% | +15.0% | -13.4% | +0.4% |
| 1Y | +0.4% | +25.7% | -25.2% | -1.3% |
| 3Y | +21.9% | +44.8% | -22.9% | +18.5% |
| 5Y | +56.1% | -1.7% | +57.9% | +52.8% |
| 10Y | +493.3% | +176.9% | +316.4% | +445.1% |
| All | +1,388.6% | +705.6% | +683.1% | +1,399.3% |
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