+128.8%
HON vs TWLO
+847.0%
-718.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -15.4% | -9.1% | -6.2% | -14.8% |
| 3M | -9.1% | +11.0% | -20.1% | -10.2% |
| 6M | -17.1% | +79.4% | -96.4% | -21.6% |
| YTD | +1.5% | +59.7% | -58.2% | -3.4% |
| 1Y | -1.3% | +112.3% | -113.6% | -8.5% |
| 3Y | +19.5% | +247.0% | -227.4% | +4.7% |
| 5Y | +3.1% | -35.6% | +38.6% | -1.0% |
| 10Y | +138.4% | +305.7% | -167.3% | +86.6% |
| All | +128.8% | +847.0% | -718.3% | +71.5% |
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