+397.7%
DHR vs TWLO
+841.6%
-443.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | +0.2% | -6.4% | +6.6% | +0.9% |
| 3M | +12.1% | +6.3% | +5.8% | +10.7% |
| 6M | +5.4% | +76.4% | -71.0% | -3.2% |
| YTD | -10.0% | +58.8% | -68.8% | -16.5% |
| 1Y | +4.1% | +107.1% | -103.0% | -7.2% |
| 3Y | -5.2% | +245.0% | -250.2% | -23.1% |
| 5Y | -28.2% | -36.0% | +7.7% | -32.7% |
| 10Y | +208.4% | +293.2% | -84.8% | +128.9% |
| All | +397.7% | +841.6% | -443.9% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling