+6.2%
HD vs TWLO
-35.1%
+41.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -10.8% | -9.1% | -1.7% | -10.0% |
| 3M | -2.7% | +11.0% | -13.7% | -4.2% |
| 6M | -10.3% | +79.4% | -89.7% | -17.6% |
| YTD | -7.8% | +59.7% | -67.5% | -14.3% |
| 1Y | -23.1% | +112.3% | -135.5% | -31.6% |
| 3Y | +2.0% | +247.0% | -245.0% | -18.0% |
| 5Y | +6.2% | -35.6% | +41.8% | -5.4% |
| All | +6.2% | -35.1% | +41.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling