+301.0%
TWLO vs HALO
+979.6%
-678.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | -7.8% | +5.3% | -13.1% | -9.6% |
| 3M | +10.0% | +51.6% | -41.5% | -4.4% |
| 6M | +79.5% | +61.3% | +18.2% | +52.1% |
| YTD | +59.8% | +59.3% | +0.5% | +35.0% |
| 1Y | +121.7% | +38.3% | +83.4% | +95.8% |
| 3Y | +240.8% | +185.9% | +54.9% | +113.8% |
| 5Y | -33.6% | +159.9% | -193.5% | -57.6% |
| All | +301.0% | +979.6% | -678.6% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling