+220.1%
HUT vs TWLO
+435.7%
-215.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.9% |
| 7D | +9.3% | +4.5% | +4.8% | +7.2% |
| 30D | -23.1% | -22.1% | -1.0% | -13.9% |
| 3M | -30.6% | -15.3% | -15.3% | -26.4% |
| 6M | -46.9% | +9.7% | -56.5% | -51.8% |
| YTD | +25.3% | +48.5% | -23.2% | -5.2% |
| 1Y | +59.8% | +70.3% | -10.5% | +13.1% |
| 3Y | +467.2% | +261.4% | +205.8% | +165.5% |
| 5Y | -24.6% | -30.6% | +5.9% | -33.3% |
| All | +220.1% | +435.7% | -215.6% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling