-33.6%
TWLO vs ALHC
-60.6%
+27.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.9% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | -24.6% | -9.6% | -15.0% | -23.5% |
| 3M | -14.0% | -44.5% | +30.6% | -6.9% |
| 6M | +10.1% | -59.2% | +69.3% | +22.2% |
| YTD | +49.2% | -62.0% | +111.2% | +64.6% |
| 1Y | +65.2% | -54.8% | +120.1% | +75.2% |
| 3Y | +260.7% | +25.0% | +235.7% | +165.3% |
| 5Y | -30.2% | -65.3% | +35.1% | -35.3% |
| All | -33.6% | -60.6% | +27.0% | -42.4% |
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