+21.8%
DHI vs SWK
+14.2%
+7.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.7% | -1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -8.3% | -9.7% | +1.4% | -3.2% |
| 3M | -3.7% | +19.5% | -23.2% | -12.4% |
| 6M | -5.4% | +26.0% | -31.4% | -16.6% |
| YTD | -3.0% | +29.1% | -32.1% | -15.9% |
| 1Y | -23.8% | +23.7% | -47.5% | -32.8% |
| 3Y | +21.8% | +15.3% | +6.5% | +11.8% |
| All | +21.8% | +14.2% | +7.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling