-54.1%
HUBS vs TWLO
+60.3%
-114.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | -13.0% | -15.9% | +2.9% | -5.4% |
| 30D | -1.8% | -29.0% | +27.2% | +16.4% |
| 3M | -13.0% | +10.0% | -23.0% | -23.8% |
| 6M | -12.4% | +12.6% | -25.0% | -26.0% |
| YTD | -46.0% | +50.1% | -96.1% | -65.0% |
| 1Y | -54.1% | +64.3% | -118.4% | -72.5% |
| All | -54.1% | +60.3% | -114.4% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling