+403.8%
HUT vs TWLO
+486.2%
-82.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.3% | -6.3% |
| 7D | +2.8% | -3.9% | +6.7% | +4.4% |
| 30D | +2.1% | -9.7% | +11.7% | +5.9% |
| 3M | -14.3% | +11.6% | -25.9% | -21.3% |
| 6M | +84.2% | +84.7% | -0.5% | +28.6% |
| YTD | +97.2% | +62.5% | +34.7% | +44.4% |
| 1Y | +192.7% | +121.7% | +71.0% | +84.8% |
| 3Y | +712.6% | +253.0% | +459.6% | +287.7% |
| 5Y | +85.5% | -32.5% | +118.0% | +64.5% |
| All | +403.8% | +486.2% | -82.4% | +292.6% |
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