+305.7%
TWLO vs HAS
+54.3%
+251.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +0.2% | -4.8% | +5.0% | +2.1% |
| 30D | -9.1% | -5.1% | -4.0% | -7.3% |
| 3M | +11.0% | +6.4% | +4.6% | +7.7% |
| 6M | +79.4% | -5.6% | +85.0% | +81.0% |
| YTD | +59.7% | +11.0% | +48.8% | +50.0% |
| 1Y | +112.3% | +16.8% | +95.5% | +94.7% |
| 3Y | +247.0% | +44.0% | +202.9% | +182.7% |
| 5Y | -35.6% | +11.0% | -46.6% | -42.4% |
| 10Y | +305.7% | +56.0% | +249.7% | +237.1% |
| All | +305.7% | +54.3% | +251.4% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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