+215.0%
HIMS vs TWLO
-34.2%
+249.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.3% |
| 7D | -1.4% | -3.9% | +2.5% | +0.1% |
| 30D | -10.1% | -9.7% | -0.4% | -6.9% |
| 3M | -1.2% | +11.6% | -12.8% | -7.2% |
| 6M | +16.9% | +84.7% | -67.8% | -12.6% |
| YTD | -15.5% | +62.5% | -78.0% | -34.2% |
| 1Y | -42.6% | +121.7% | -164.3% | -61.2% |
| 3Y | +320.2% | +253.0% | +67.2% | +127.6% |
| 5Y | +215.0% | -32.5% | +247.5% | +229.2% |
| All | +215.0% | -34.2% | +249.2% | +229.2% |
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 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