+617.7%
TWLO vs HAS
+96.8%
+520.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.6% |
| 7D | -0.5% | +2.2% | -2.6% | -1.3% |
| 30D | -28.6% | +29.6% | -58.2% | -35.8% |
| 3M | -14.4% | +30.3% | -44.6% | -23.1% |
| 6M | +2.4% | +25.6% | -23.2% | -7.4% |
| YTD | +45.3% | +50.8% | -5.5% | +20.3% |
| 1Y | +61.8% | +63.0% | -1.2% | +29.6% |
| 3Y | +269.0% | +211.6% | +57.4% | +118.6% |
| 5Y | -33.5% | +50.4% | -83.9% | -47.3% |
| 10Y | +549.6% | +101.9% | +447.7% | +331.5% |
| All | +617.7% | +96.8% | +520.9% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling