+123.6%
HOOD vs TWLO
-46.4%
+170.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -3.8% | +4.5% | -8.3% | -5.8% |
| 30D | -23.0% | -22.1% | -0.9% | -13.8% |
| 3M | -21.6% | -15.3% | -6.3% | -16.6% |
| 6M | +1.4% | +9.7% | -8.2% | -8.9% |
| YTD | -31.2% | +48.5% | -79.6% | -48.6% |
| 1Y | -35.9% | +70.3% | -106.3% | -55.5% |
| 3Y | +836.9% | +261.4% | +575.5% | +296.4% |
| 5Y | +121.1% | -30.6% | +151.7% | +131.1% |
| All | +123.6% | -46.4% | +170.0% | +158.8% |
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