+396.0%
HPE vs TWLO
-33.6%
+429.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.6% | +14.1% | +12.7% |
| 7D | +19.4% | -2.4% | +21.8% | +19.8% |
| 30D | +5.6% | -7.8% | +13.4% | +7.0% |
| 3M | +33.1% | +10.0% | +23.0% | +29.9% |
| 6M | +192.5% | +79.5% | +113.0% | +161.3% |
| YTD | +160.9% | +59.8% | +101.1% | +136.7% |
| 1Y | +155.0% | +121.7% | +33.3% | +118.7% |
| 3Y | +289.4% | +240.8% | +48.6% | +209.4% |
| All | +396.0% | -33.6% | +429.6% | +312.4% |
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