-28.0%
DHR vs TWLO
-33.6%
+5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -3.6% | -2.4% | -1.2% | -3.3% |
| 30D | -2.7% | -7.8% | +5.1% | -1.8% |
| 3M | +10.9% | +10.0% | +0.9% | +9.0% |
| 6M | +3.0% | +79.5% | -76.4% | -6.3% |
| YTD | -12.2% | +59.8% | -72.0% | -19.1% |
| 1Y | +3.3% | +121.7% | -118.4% | -9.8% |
| 3Y | -8.2% | +240.8% | -249.0% | -27.8% |
| All | -28.0% | -33.6% | +5.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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