+132.3%
HON vs TWLO
+312.8%
-180.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -3.5% | -2.4% | -1.0% | -3.3% |
| 30D | -13.8% | -7.8% | -5.9% | -13.3% |
| 3M | -11.7% | +10.0% | -21.7% | -12.7% |
| 6M | -18.7% | +79.5% | -98.2% | -23.3% |
| YTD | +0.2% | +59.8% | -59.6% | -4.7% |
| 1Y | -3.1% | +121.7% | -124.7% | -10.7% |
| 3Y | +17.0% | +240.8% | -223.8% | +2.2% |
| 5Y | +2.0% | -33.6% | +35.6% | -2.2% |
| All | +132.3% | +312.8% | -180.5% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling