+796.4%
HUT vs TWLO
+246.1%
+550.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +18.9% | +0.2% | +18.7% | +18.7% |
| 30D | +12.0% | -9.1% | +21.1% | +15.2% |
| 3M | -14.9% | +11.0% | -25.8% | -20.3% |
| 6M | +96.8% | +79.4% | +17.4% | +42.4% |
| YTD | +108.8% | +59.7% | +49.1% | +57.7% |
| 1Y | +227.4% | +112.3% | +115.0% | +114.1% |
| All | +796.4% | +246.1% | +550.4% | +371.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling