+1.5%
HON vs TWLO
-33.6%
+35.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.5% |
| YTD | +0.2% | +59.8% | -59.6% | -4.9% |
| 1Y | -3.1% | +121.7% | -124.7% | -11.2% |
| 3Y | +17.0% | +240.8% | -223.8% | +0.7% |
| All | +1.5% | -33.6% | +35.1% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling