-8.7%
DHR vs SWK
+15.2%
-23.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -3.9% | -0.4% | -3.4% | -3.8% |
| 30D | +4.0% | -5.7% | +9.7% | +5.9% |
| 3M | +11.5% | +24.1% | -12.6% | +3.4% |
| 6M | +1.9% | +24.7% | -22.9% | -6.1% |
| YTD | -8.9% | +33.9% | -42.8% | -18.6% |
| 1Y | +5.1% | +34.7% | -29.6% | -6.6% |
| All | -8.7% | +15.2% | -23.8% | -16.3% |
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