+133.9%
HL vs TWLO
+123.2%
+10.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | +1.5% | -2.0% | +3.5% | +1.6% |
| 30D | +25.1% | +20.6% | +4.5% | +22.5% |
| 3M | +22.9% | -1.5% | +24.4% | +22.5% |
| 6M | -4.9% | +89.4% | -94.3% | -13.0% |
| YTD | +7.8% | +63.8% | -56.0% | +0.6% |
| 1Y | +133.9% | +119.7% | +14.2% | +107.5% |
| All | +133.9% | +123.2% | +10.7% | +107.5% |
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 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