+37.0%
HPQ vs TWLO
+246.3%
-209.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.6% | +10.0% | +8.7% |
| 7D | +9.8% | -2.4% | +12.2% | +10.2% |
| 30D | +22.4% | -7.8% | +30.2% | +23.9% |
| 3M | +45.2% | +10.0% | +35.1% | +41.7% |
| 6M | +96.4% | +79.5% | +17.0% | +75.9% |
| YTD | +65.4% | +59.8% | +5.6% | +50.2% |
| 1Y | +31.6% | +121.7% | -90.1% | +12.9% |
| 3Y | +37.0% | +240.8% | -203.8% | +2.5% |
| All | +37.0% | +246.3% | -209.3% | +2.5% |
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