+99.3%
HLT vs TWLO
+246.3%
-147.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -5.0% | -7.8% | +2.8% | -4.4% |
| 3M | -10.4% | +10.0% | -20.4% | -11.7% |
| 6M | +3.2% | +79.5% | -76.2% | -5.3% |
| YTD | +6.7% | +59.8% | -53.1% | -0.8% |
| 1Y | +10.3% | +121.7% | -111.4% | -3.4% |
| 3Y | +99.3% | +240.8% | -141.5% | +59.9% |
| All | +99.3% | +246.3% | -147.0% | +59.9% |
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