+68.1%
DHI vs SWK
-23.3%
+91.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.7% |
| 7D | +1.8% | +10.7% | -8.9% | -3.8% |
| 30D | +15.4% | +33.3% | -18.0% | -1.2% |
| 3M | +3.0% | +14.7% | -11.7% | -4.4% |
| 6M | +5.7% | +48.5% | -42.8% | -14.5% |
| YTD | +9.0% | +63.9% | -54.9% | -16.9% |
| 1Y | +8.8% | +80.4% | -71.6% | -21.2% |
| 3Y | +33.0% | +58.1% | -25.1% | -0.2% |
| 5Y | +68.1% | -24.5% | +92.6% | +95.5% |
| All | +68.1% | -23.3% | +91.4% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling