+248.2%
HD vs TWLO
+784.6%
-536.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | -0.5% | +5.6% | -6.1% | -1.1% |
| 30D | +18.5% | -24.6% | +43.1% | +21.7% |
| 3M | +2.2% | -14.0% | +16.1% | +3.0% |
| 6M | +13.8% | +10.1% | +3.8% | +10.7% |
| YTD | +3.4% | +49.2% | -45.8% | -4.0% |
| 1Y | -3.5% | +65.2% | -68.7% | -11.6% |
| 3Y | +29.0% | +260.7% | -231.7% | +4.1% |
| 5Y | +6.1% | -30.2% | +36.3% | -1.5% |
| 10Y | +242.3% | +572.4% | -330.1% | +146.9% |
| All | +248.2% | +784.6% | -536.4% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling