+208.4%
DHR vs SWKS
+30.1%
+178.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.7% |
| 7D | -0.8% | +11.8% | -12.6% | -3.8% |
| 30D | +0.2% | +6.7% | -6.5% | -1.7% |
| 3M | +12.1% | 0.0% | +12.0% | +10.9% |
| 6M | +5.4% | +38.7% | -33.3% | -6.7% |
| YTD | -10.0% | +21.4% | -31.3% | -17.4% |
| 1Y | +4.1% | +2.9% | +1.2% | -0.4% |
| 3Y | -5.2% | -16.4% | +11.2% | -8.1% |
| 5Y | -28.2% | -51.2% | +22.9% | -20.9% |
| 10Y | +208.4% | +31.0% | +177.4% | +145.9% |
| All | +208.4% | +30.1% | +178.3% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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