+30.0%
HD vs TWLO
+281.5%
-251.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.3% | -0.9% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | +20.7% | -26.0% | +46.7% | +22.3% |
| 3M | +0.8% | -14.3% | +15.1% | +1.1% |
| 6M | +12.2% | +6.2% | +6.0% | +10.6% |
| YTD | +4.2% | +50.6% | -46.4% | -0.9% |
| 1Y | -2.6% | +64.0% | -66.6% | -8.3% |
| 3Y | +30.0% | +264.1% | -234.0% | -0.8% |
| All | +30.0% | +281.5% | -251.5% | -0.8% |
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 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