-42.4%
HIMS vs TWLO
+123.2%
-165.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.5% |
| 7D | -3.9% | -2.0% | -1.9% | -3.5% |
| 30D | -12.4% | +20.6% | -33.0% | -18.0% |
| 3M | -1.1% | -1.5% | +0.5% | -1.5% |
| 6M | +68.4% | +89.4% | -21.0% | +29.5% |
| YTD | -14.7% | +63.8% | -78.5% | -31.1% |
| 1Y | -42.4% | +119.7% | -162.1% | -59.7% |
| All | -42.4% | +123.2% | -165.6% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling