+246.3%
HPE vs TWLO
+252.1%
-5.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -8.0% | -6.7% |
| 7D | +1.4% | -3.9% | +5.3% | +2.3% |
| 30D | +1.5% | -9.7% | +11.2% | +3.8% |
| 3M | +21.7% | +11.6% | +10.1% | +17.3% |
| 6M | +164.2% | +84.7% | +79.5% | +122.4% |
| YTD | +132.1% | +62.5% | +69.6% | +100.4% |
| 1Y | +130.6% | +121.7% | +8.9% | +82.9% |
| All | +246.3% | +252.1% | -5.7% | +141.7% |
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