+392.8%
HL vs TWLO
+246.3%
+146.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -4.4% | -2.4% | -1.9% | -4.1% |
| 30D | +9.3% | -7.8% | +17.1% | +10.3% |
| 3M | +32.0% | +10.0% | +21.9% | +29.4% |
| 6M | -6.4% | +79.5% | -85.9% | -15.8% |
| YTD | +3.1% | +59.8% | -56.7% | -5.8% |
| 1Y | +77.6% | +121.7% | -44.1% | +53.0% |
| 3Y | +392.8% | +240.8% | +152.0% | +276.6% |
| All | +392.8% | +246.3% | +146.5% | +276.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling