+508.5%
DHI vs SWK
+26.9%
+481.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.0% |
| 7D | +3.1% | +11.3% | -8.2% | -3.0% |
| 30D | +11.0% | +31.5% | -20.5% | -4.6% |
| 3M | +2.1% | +14.4% | -12.4% | -5.4% |
| 6M | +1.7% | +46.4% | -44.7% | -17.7% |
| YTD | +4.9% | +61.6% | -56.7% | -20.3% |
| 1Y | +4.8% | +78.7% | -73.9% | -24.6% |
| 3Y | +25.9% | +54.4% | -28.5% | -5.9% |
| 5Y | +66.0% | -25.3% | +91.3% | +80.1% |
| 10Y | +508.5% | +22.4% | +486.1% | +357.5% |
| All | +508.5% | +26.9% | +481.6% | +357.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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