+187.4%
HIMS vs TWLO
+100.8%
+86.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -10.8% | -6.4% | -4.4% | -9.4% |
| 3M | +3.7% | +6.3% | -2.6% | +0.1% |
| 6M | +79.0% | +76.4% | +2.5% | +44.4% |
| YTD | -13.2% | +58.8% | -72.1% | -28.1% |
| 1Y | -43.3% | +107.1% | -150.3% | -57.2% |
| 3Y | +331.4% | +245.0% | +86.4% | +174.3% |
| 5Y | +230.2% | -36.0% | +266.2% | +185.2% |
| All | +187.4% | +100.8% | +86.6% | +140.5% |
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