+689.1%
TWLO vs BHP
+580.8%
+108.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | -9.1% | +4.0% | -13.2% | -10.7% |
| 3M | +11.0% | +11.3% | -0.3% | +5.7% |
| 6M | +79.4% | +29.3% | +50.0% | +59.8% |
| YTD | +59.7% | +59.2% | +0.5% | +29.3% |
| 1Y | +112.3% | +80.8% | +31.5% | +62.5% |
| 3Y | +247.0% | +88.0% | +159.0% | +156.4% |
| 5Y | -35.6% | +126.6% | -162.2% | -57.6% |
| 10Y | +305.7% | +515.7% | -210.0% | +51.5% |
| All | +689.1% | +580.8% | +108.3% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling