-14.1%
SWKS vs DHI
+22.0%
-36.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +6.8% | -2.3% | +9.1% | +7.6% |
| 30D | +11.3% | -5.3% | +16.5% | +13.0% |
| 3M | +4.1% | -7.8% | +11.8% | +6.4% |
| 6M | +39.7% | -5.4% | +45.0% | +40.5% |
| YTD | +23.2% | -2.7% | +25.9% | +22.2% |
| 1Y | +5.3% | -21.0% | +26.2% | +12.4% |
| All | -14.1% | +22.0% | -36.1% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling