+249.8%
DHR vs SWKS
+49.3%
+200.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +9.4% | -8.2% | -1.2% |
| 30D | +3.7% | +17.0% | -13.3% | -0.5% |
| 3M | +14.5% | +28.9% | -14.4% | +5.9% |
| 6M | +40.9% | +33.1% | +7.8% | +27.0% |
| YTD | +2.4% | +44.8% | -42.4% | -11.2% |
| 1Y | +6.1% | +36.2% | -30.1% | -6.4% |
| 3Y | +21.0% | +11.5% | +9.5% | +7.1% |
| 5Y | -11.4% | -37.1% | +25.6% | -9.6% |
| All | +249.8% | +49.3% | +200.5% | +173.4% |
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