+225.5%
HOOD vs TWLO
-41.3%
+266.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.5% |
| 7D | -9.1% | -3.9% | -5.2% | -7.4% |
| 30D | +20.1% | -9.7% | +29.8% | +26.1% |
| 3M | +31.2% | +11.6% | +19.6% | +21.4% |
| 6M | +44.3% | +84.7% | -40.4% | -1.0% |
| YTD | +0.2% | +62.5% | -62.3% | -27.1% |
| 1Y | -3.5% | +121.7% | -125.2% | -40.8% |
| 3Y | +955.2% | +253.0% | +702.2% | +362.8% |
| 5Y | +175.3% | -32.5% | +207.8% | +191.1% |
| All | +225.5% | -41.3% | +266.8% | +267.2% |
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