-36.0%
TWLO vs HAS
+10.2%
-46.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -1.9% |
| 7D | -1.2% | -3.1% | +1.9% | +0.3% |
| 30D | -6.4% | -2.7% | -3.7% | -5.2% |
| 3M | +6.3% | +8.9% | -2.6% | +1.2% |
| 6M | +76.4% | -2.9% | +79.4% | +75.9% |
| YTD | +58.8% | +12.6% | +46.2% | +44.9% |
| 1Y | +107.1% | +17.5% | +89.6% | +83.9% |
| 3Y | +245.0% | +46.2% | +198.8% | +161.3% |
| 5Y | -36.0% | +12.6% | -48.5% | -38.3% |
| All | -36.0% | +10.2% | -46.2% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling