-14.9%
HAL vs TWLO
+566.1%
-580.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +6.1% | +4.5% | +1.5% | +5.6% |
| 30D | +2.9% | -22.1% | +25.0% | +5.4% |
| 3M | +3.3% | -15.3% | +18.7% | +4.5% |
| 6M | -16.9% | +9.7% | -26.6% | -18.9% |
| YTD | +21.2% | +48.5% | -27.3% | +13.0% |
| 1Y | +27.5% | +70.3% | -42.8% | +16.9% |
| 3Y | -6.4% | +261.4% | -267.9% | -23.7% |
| 5Y | +58.0% | -30.6% | +88.6% | +50.0% |
| All | -14.9% | +566.1% | -580.9% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling