-50.3%
SWKS vs DHI
+60.0%
-110.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +6.8% | -2.3% | +9.1% | +7.8% |
| 30D | +11.3% | -5.3% | +16.5% | +13.4% |
| 3M | +4.1% | -7.8% | +11.8% | +6.9% |
| 6M | +39.7% | -5.4% | +45.0% | +40.7% |
| YTD | +23.2% | -2.7% | +25.9% | +22.0% |
| 1Y | +5.3% | -21.0% | +26.2% | +13.9% |
| 3Y | -15.1% | +22.2% | -37.3% | -29.7% |
| 5Y | -50.3% | +62.2% | -112.5% | -66.2% |
| All | -50.3% | +60.0% | -110.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling