+10.5%
TWLO vs HAS
+28.4%
-17.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.3% |
| 7D | +2.8% | +2.0% | +0.8% | +2.6% |
| 30D | -22.4% | +30.9% | -53.3% | -23.8% |
| 3M | -14.2% | +28.8% | -43.0% | -15.8% |
| 6M | +10.5% | +32.3% | -21.8% | +13.4% |
| All | +10.5% | +28.4% | -17.9% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling