+878.9%
HOOD vs TWLO
+262.8%
+616.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.6% |
| 7D | +3.8% | +5.6% | -1.8% | +1.7% |
| 30D | -26.4% | -24.6% | -1.8% | -18.6% |
| 3M | -14.3% | -14.0% | -0.3% | -10.4% |
| 6M | +3.9% | +10.1% | -6.1% | -3.8% |
| YTD | -28.1% | +49.2% | -77.3% | -43.2% |
| 1Y | -38.8% | +65.2% | -104.1% | -53.8% |
| All | +878.9% | +262.8% | +616.1% | +430.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling