+548.3%
HPE vs TWLO
+841.6%
-293.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.8% | +8.2% |
| 7D | +10.1% | -1.2% | +11.4% | +10.3% |
| 30D | +5.3% | -6.4% | +11.7% | +6.2% |
| 3M | +12.7% | +6.3% | +6.4% | +11.0% |
| 6M | +167.7% | +76.4% | +91.2% | +144.5% |
| YTD | +135.5% | +58.8% | +76.6% | +117.6% |
| 1Y | +143.4% | +107.1% | +36.3% | +116.3% |
| 3Y | +249.2% | +245.0% | +4.2% | +186.4% |
| 5Y | +343.8% | -36.0% | +379.8% | +316.3% |
| 10Y | +495.9% | +293.2% | +202.7% | +297.3% |
| All | +548.3% | +841.6% | -293.3% | +303.9% |
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