+3.1%
HD vs TWLO
+238.8%
-235.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -2.1% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -11.1% | -6.4% | -4.8% | -10.8% |
| 3M | +2.0% | +6.3% | -4.2% | +1.3% |
| 6M | -10.5% | +76.4% | -86.9% | -15.8% |
| YTD | -6.9% | +58.8% | -65.7% | -11.6% |
| 1Y | -23.2% | +107.1% | -130.3% | -29.7% |
| 3Y | +3.1% | +245.0% | -241.9% | -17.9% |
| All | +3.1% | +238.8% | -235.7% | -17.9% |
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 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