+64.3%
TWLO vs HALO
+92.7%
-28.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.7% |
| 7D | -15.9% | +0.2% | -16.1% | -16.0% |
| 30D | -29.0% | +20.3% | -49.4% | -34.5% |
| 3M | +10.0% | +56.6% | -46.6% | -9.7% |
| 6M | +12.6% | +101.9% | -89.3% | -11.1% |
| YTD | +50.1% | +93.7% | -43.6% | +17.4% |
| 1Y | +64.3% | +91.5% | -27.3% | +27.1% |
| All | +64.3% | +92.7% | -28.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling