-11.7%
DHR vs SWK
-28.9%
+17.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | +2.6% | -2.0% | +4.5% | +3.2% |
| 30D | +4.2% | +24.6% | -20.4% | -3.2% |
| 3M | +13.0% | +10.8% | +2.2% | +8.9% |
| 6M | +40.2% | +46.1% | -5.9% | +22.7% |
| YTD | +2.0% | +56.8% | -54.8% | -13.6% |
| 1Y | +6.6% | +72.7% | -66.1% | -12.8% |
| 3Y | +19.9% | +49.9% | -29.9% | -1.1% |
| 5Y | -11.7% | -30.9% | +19.2% | -19.8% |
| All | -11.7% | -28.9% | +17.1% | -19.8% |
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 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