+129.2%
HPE vs TWLO
+123.2%
+6.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.8% |
| 7D | -0.6% | -2.0% | +1.4% | -0.1% |
| 30D | -2.3% | +20.6% | -22.9% | -6.8% |
| 3M | -2.9% | -1.5% | -1.3% | -2.6% |
| 6M | +143.6% | +89.4% | +54.1% | +108.2% |
| YTD | +118.5% | +63.8% | +54.7% | +91.0% |
| 1Y | +129.2% | +119.7% | +9.5% | +86.8% |
| All | +129.2% | +123.2% | +6.0% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling