+301.0%
TWLO vs HBM
+619.2%
-318.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | -7.8% | -4.8% | -3.0% | -7.3% |
| 3M | +10.0% | -0.4% | +10.5% | +8.9% |
| 6M | +79.5% | +17.9% | +61.6% | +70.2% |
| YTD | +59.8% | +33.7% | +26.1% | +46.3% |
| 1Y | +121.7% | +95.6% | +26.1% | +87.5% |
| 3Y | +240.8% | +458.1% | -217.3% | +129.3% |
| 5Y | -33.6% | +329.0% | -362.6% | -55.2% |
| All | +301.0% | +619.2% | -318.2% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling