+221.0%
HD vs TWLO
+871.2%
-650.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.1% | +1.3% |
| 7D | -2.1% | -2.0% | 0.0% | -1.9% |
| 30D | -8.4% | +20.6% | -29.0% | -10.7% |
| 3M | +4.3% | -1.5% | +5.9% | +3.9% |
| 6M | -11.1% | +89.4% | -100.6% | -18.9% |
| YTD | -4.7% | +63.8% | -68.5% | -11.7% |
| 1Y | -19.8% | +119.7% | -139.5% | -28.8% |
| 3Y | +4.1% | +256.1% | -252.0% | -15.2% |
| 5Y | +10.3% | -36.6% | +46.9% | +4.0% |
| 10Y | +203.2% | +304.3% | -101.2% | +122.2% |
| All | +221.0% | +871.2% | -650.1% | +133.7% |
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