-32.5%
TWLO vs HBM
+336.0%
-368.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.5% | +9.3% | +3.2% |
| 7D | -3.9% | -3.7% | -0.2% | -3.3% |
| 30D | -9.7% | -3.7% | -6.0% | -9.4% |
| 3M | +11.6% | +8.0% | +3.6% | +8.6% |
| 6M | +84.7% | +15.8% | +68.9% | +75.1% |
| YTD | +62.5% | +34.4% | +28.1% | +47.0% |
| 1Y | +121.7% | +98.2% | +23.5% | +82.3% |
| 3Y | +253.0% | +476.6% | -223.6% | +121.3% |
| 5Y | -32.5% | +331.1% | -363.6% | -53.8% |
| All | -32.5% | +336.0% | -368.5% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling