+60.5%
SWKS vs DHI
+414.5%
-354.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +19.4% | -3.4% | +22.8% | +21.0% |
| 30D | +26.8% | -5.4% | +32.2% | +29.5% |
| 3M | +21.5% | -10.4% | +31.9% | +26.5% |
| 6M | +61.0% | -2.8% | +63.8% | +60.2% |
| YTD | +42.2% | -3.4% | +45.6% | +41.3% |
| 1Y | +22.1% | -22.9% | +45.0% | +33.5% |
| 3Y | -0.9% | +20.7% | -21.6% | -15.7% |
| 5Y | -42.6% | +62.1% | -104.8% | -59.0% |
| All | +60.5% | +414.5% | -354.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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