+180.7%
HIMS vs TWLO
+102.1%
+78.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -8.2% | -7.8% | -0.4% | -6.2% |
| 3M | -4.7% | +10.0% | -14.7% | -8.9% |
| 6M | +6.3% | +79.5% | -73.2% | -14.6% |
| YTD | -15.3% | +59.8% | -75.1% | -30.0% |
| 1Y | -46.9% | +121.7% | -168.5% | -60.7% |
| 3Y | +321.3% | +240.8% | +80.5% | +168.7% |
| 5Y | +215.8% | -33.6% | +249.4% | +171.0% |
| All | +180.7% | +102.1% | +78.6% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling