+484.1%
DHI vs SWK
+18.1%
+466.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -4.1% | -1.4% | -2.7% | -3.3% |
| 30D | +9.3% | +25.5% | -16.2% | -3.6% |
| 3M | -2.6% | +11.8% | -14.3% | -8.5% |
| 6M | +4.1% | +48.7% | -44.6% | -16.5% |
| YTD | +2.3% | +57.2% | -54.9% | -21.1% |
| 1Y | +2.7% | +75.3% | -72.5% | -25.3% |
| 3Y | +23.2% | +51.9% | -28.8% | -7.1% |
| 5Y | +57.3% | -30.7% | +88.1% | +78.3% |
| All | +484.1% | +18.1% | +466.0% | +328.7% |
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