+637.1%
TWLO vs HAS
+97.8%
+539.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | +5.6% | +1.6% | +4.0% | +5.0% |
| 30D | -24.6% | +26.6% | -51.3% | -31.5% |
| 3M | -14.0% | +29.0% | -42.9% | -22.5% |
| 6M | +10.1% | +30.6% | -20.5% | -2.0% |
| YTD | +49.2% | +51.5% | -2.3% | +23.4% |
| 1Y | +65.2% | +58.5% | +6.8% | +34.0% |
| 3Y | +260.7% | +214.1% | +46.5% | +113.0% |
| 5Y | -30.2% | +50.2% | -80.5% | -44.8% |
| 10Y | +572.4% | +100.0% | +472.4% | +348.9% |
| All | +637.1% | +97.8% | +539.3% | +423.9% |
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