+85.5%
HUT vs TWLO
-34.2%
+119.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.3% | -6.4% |
| 7D | +2.8% | -3.9% | +6.7% | +4.6% |
| 30D | +2.1% | -9.7% | +11.7% | +6.5% |
| 3M | -14.3% | +11.6% | -25.9% | -22.7% |
| 6M | +84.2% | +84.7% | -0.5% | +17.9% |
| YTD | +97.2% | +62.5% | +34.7% | +33.8% |
| 1Y | +192.7% | +121.7% | +71.0% | +64.2% |
| 3Y | +712.6% | +253.0% | +459.6% | +206.8% |
| 5Y | +85.5% | -32.5% | +118.0% | +90.2% |
| All | +85.5% | -34.2% | +119.6% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling