+367.6%
HL vs TWLO
+847.0%
-479.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +18.8% | -9.1% | +28.0% | +20.1% |
| 3M | +43.7% | +11.0% | +32.7% | +41.0% |
| 6M | -1.0% | +79.4% | -80.4% | -9.6% |
| YTD | +8.7% | +59.7% | -51.0% | +0.5% |
| 1Y | +105.0% | +112.3% | -7.3% | +82.0% |
| 3Y | +427.3% | +247.0% | +180.3% | +328.9% |
| 5Y | +249.3% | -35.6% | +284.9% | +226.5% |
| 10Y | +284.2% | +305.7% | -21.5% | +179.2% |
| All | +367.6% | +847.0% | -479.4% | +235.5% |
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