+21.0%
DHR vs SWK
+50.7%
-29.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +1.2% | -1.4% | +2.6% | +1.6% |
| 30D | +3.7% | +25.5% | -21.7% | -3.8% |
| 3M | +14.5% | +11.8% | +2.7% | +10.1% |
| 6M | +40.9% | +48.7% | -7.8% | +22.6% |
| YTD | +2.4% | +57.2% | -54.8% | -13.6% |
| 1Y | +6.1% | +75.3% | -69.1% | -14.0% |
| 3Y | +21.0% | +51.9% | -30.9% | -1.5% |
| All | +21.0% | +50.7% | -29.7% | -1.5% |
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 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