-4.6%
HAL vs TWLO
+244.1%
-248.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | +15.9% | -6.4% | +22.3% | +16.4% |
| 3M | -8.7% | +6.3% | -15.0% | -9.5% |
| 6M | +9.0% | +76.4% | -67.4% | +2.4% |
| YTD | +32.0% | +58.8% | -26.8% | +25.1% |
| 1Y | +72.5% | +107.1% | -34.6% | +56.8% |
| All | -4.6% | +244.1% | -248.7% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling