+155.3%
HBAN vs TWLO
+312.8%
-157.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -5.6% | -7.8% | +2.2% | -4.9% |
| 3M | -1.1% | +10.0% | -11.2% | -2.5% |
| 6M | +9.9% | +79.5% | -69.6% | +2.3% |
| YTD | -0.9% | +59.8% | -60.8% | -7.0% |
| 1Y | -1.4% | +121.7% | -123.1% | -10.8% |
| 3Y | +78.2% | +240.8% | -162.6% | +52.2% |
| 5Y | +37.0% | -33.6% | +70.6% | +26.0% |
| All | +155.3% | +312.8% | -157.5% | +83.8% |
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