+414.3%
DHI vs SWK
-0.7%
+415.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.6% |
| 7D | -2.3% | -4.6% | +2.2% | +0.2% |
| 30D | -5.3% | -9.9% | +4.6% | +0.3% |
| 3M | -7.8% | +15.4% | -23.2% | -14.8% |
| 6M | -5.4% | +25.0% | -30.3% | -16.7% |
| YTD | -2.7% | +27.2% | -29.9% | -15.5% |
| 1Y | -21.0% | +24.6% | -45.6% | -30.9% |
| 3Y | +22.2% | +13.7% | +8.5% | +8.1% |
| 5Y | +62.2% | -41.5% | +103.7% | +101.1% |
| 10Y | +414.3% | +0.7% | +413.6% | +339.9% |
| All | +414.3% | -0.7% | +415.0% | +339.9% |
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