-27.3%
DHR vs SWKS
-53.5%
+26.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.4% |
| 7D | -3.9% | +12.5% | -16.4% | -6.7% |
| 30D | +4.0% | +10.5% | -6.5% | +1.4% |
| 3M | +11.5% | -7.4% | +18.9% | +12.8% |
| 6M | +1.9% | +32.7% | -30.8% | -8.3% |
| YTD | -8.9% | +19.2% | -28.1% | -15.7% |
| 1Y | +5.1% | +2.4% | +2.7% | +1.1% |
| 3Y | -10.3% | -25.6% | +15.3% | -10.2% |
| All | -27.3% | -53.5% | +26.2% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling