+254.3%
HPQ vs TWLO
+847.0%
-592.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +9.7% | -9.1% | +18.9% | +11.2% |
| 3M | +32.7% | +11.0% | +21.7% | +29.9% |
| 6M | +77.7% | +79.4% | -1.7% | +60.7% |
| YTD | +51.0% | +59.7% | -8.7% | +38.5% |
| 1Y | +18.4% | +112.3% | -93.9% | +3.7% |
| 3Y | +25.6% | +247.0% | -221.4% | -0.5% |
| 5Y | +38.6% | -35.6% | +74.2% | +31.1% |
| 10Y | +226.1% | +305.7% | -79.6% | +110.2% |
| All | +254.3% | +847.0% | -592.7% | +111.4% |
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 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