+59.8%
HUT vs TWLO
+67.1%
-7.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -7.0% |
| 7D | +9.3% | +4.5% | +4.8% | +8.5% |
| 30D | -23.1% | -22.1% | -1.0% | -20.2% |
| 3M | -30.6% | -15.3% | -15.3% | -28.3% |
| 6M | -46.9% | +9.7% | -56.5% | -46.7% |
| YTD | +25.3% | +48.5% | -23.2% | +9.9% |
| 1Y | +59.8% | +70.3% | -10.5% | +30.7% |
| All | +59.8% | +67.1% | -7.2% | +30.7% |
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 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