+249.6%
DHR vs SWK
+29.6%
+220.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.9% | +11.0% | -11.9% | -4.2% |
| 30D | +5.4% | +30.1% | -24.7% | -3.1% |
| 3M | +15.3% | +14.7% | +0.7% | +10.1% |
| 6M | +32.1% | +44.5% | -12.4% | +16.7% |
| YTD | +1.2% | +59.4% | -58.2% | -14.1% |
| 1Y | +10.1% | +77.5% | -67.4% | -9.8% |
| 3Y | +19.9% | +49.5% | -29.6% | +0.4% |
| 5Y | -8.8% | -24.9% | +16.1% | -9.9% |
| All | +249.6% | +29.6% | +220.0% | +180.5% |
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