+301.0%
TWLO vs BHP
+496.8%
-195.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.2% |
| 30D | -7.8% | -1.2% | -6.6% | -7.7% |
| 3M | +10.0% | +1.2% | +8.8% | +8.7% |
| 6M | +79.5% | +21.4% | +58.1% | +64.0% |
| YTD | +59.8% | +50.4% | +9.4% | +32.6% |
| 1Y | +121.7% | +67.5% | +54.2% | +75.5% |
| 3Y | +240.8% | +72.8% | +168.0% | +161.4% |
| 5Y | -33.6% | +112.6% | -146.2% | -54.8% |
| All | +301.0% | +496.8% | -195.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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