+250.7%
HOOD vs TWLO
-40.8%
+291.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.6% |
| 7D | +17.1% | -2.0% | +19.1% | +18.6% |
| 30D | +31.6% | +20.6% | +11.0% | +18.3% |
| 3M | +38.2% | -1.5% | +39.8% | +35.9% |
| 6M | +48.5% | +89.4% | -40.9% | +0.4% |
| YTD | +8.0% | +63.8% | -55.8% | -21.7% |
| 1Y | +18.7% | +119.7% | -101.1% | -26.9% |
| 3Y | +999.1% | +256.1% | +743.0% | +379.8% |
| 5Y | +181.7% | -36.6% | +218.2% | +203.3% |
| All | +250.7% | -40.8% | +291.5% | +294.2% |
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 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