+265.3%
HUT vs TWLO
+123.2%
+142.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.8% |
| 7D | +17.8% | -2.0% | +19.8% | +18.2% |
| 30D | +0.8% | +20.6% | -19.7% | -3.8% |
| 3M | -26.8% | -1.5% | -25.2% | -26.4% |
| 6M | +72.6% | +89.4% | -16.9% | +33.0% |
| YTD | +103.6% | +63.8% | +39.8% | +66.1% |
| 1Y | +265.3% | +119.7% | +145.5% | +161.9% |
| All | +265.3% | +123.2% | +142.1% | +161.9% |
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 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