+572.9%
TWLO vs HAS
+97.5%
+475.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +4.5% | +1.4% | +3.2% | +4.0% |
| 30D | -22.1% | +26.3% | -48.4% | -29.1% |
| 3M | -15.3% | +25.6% | -40.9% | -22.9% |
| 6M | +9.7% | +30.3% | -20.6% | -2.3% |
| YTD | +48.5% | +50.4% | -1.9% | +23.2% |
| 1Y | +70.3% | +57.7% | +12.6% | +38.4% |
| 3Y | +261.4% | +213.4% | +48.0% | +113.8% |
| 5Y | -30.6% | +49.1% | -79.6% | -44.9% |
| All | +572.9% | +97.5% | +475.3% | +355.6% |
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