+119.7%
TWLO vs HBM
+123.0%
-3.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -2.0% | -6.4% | +4.3% | -1.4% |
| 30D | +20.6% | +5.9% | +14.7% | +20.1% |
| 3M | -1.5% | -8.9% | +7.4% | -0.2% |
| 6M | +89.4% | +10.7% | +78.8% | +88.6% |
| YTD | +63.8% | +38.3% | +25.5% | +54.6% |
| 1Y | +119.7% | +121.3% | -1.6% | +86.3% |
| All | +119.7% | +123.0% | -3.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling