-27.7%
TWLO vs ALHC
-33.0%
+5.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -3.9% | -5.8% | +1.9% | -2.9% |
| 30D | -9.7% | -3.3% | -6.4% | -9.3% |
| 3M | +11.6% | -37.9% | +49.5% | +19.2% |
| 6M | +84.7% | -29.5% | +114.2% | +88.0% |
| YTD | +62.5% | -35.4% | +97.9% | +67.2% |
| 1Y | +121.7% | -22.4% | +144.1% | +118.2% |
| 3Y | +253.0% | +146.3% | +106.6% | +126.4% |
| 5Y | -32.5% | -32.0% | -0.5% | -44.1% |
| All | -27.7% | -33.0% | +5.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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