+179.3%
HOOD vs TWLO
-35.1%
+214.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +7.7% | +0.2% | +7.6% | +8.0% |
| 30D | +22.0% | -9.1% | +31.1% | +27.7% |
| 3M | +37.6% | +11.0% | +26.6% | +27.6% |
| 6M | +45.3% | +79.4% | -34.1% | +1.0% |
| YTD | +1.9% | +59.7% | -57.8% | -25.3% |
| 1Y | -2.7% | +112.3% | -115.0% | -39.1% |
| 3Y | +973.4% | +247.0% | +726.4% | +372.5% |
| 5Y | +179.3% | -35.6% | +214.8% | +204.2% |
| All | +179.3% | -35.1% | +214.3% | +204.2% |
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 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