+684.6%
TWLO vs HBM
+478.3%
+206.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -4.1% |
| 7D | -1.2% | +7.4% | -8.6% | -2.5% |
| 30D | -6.4% | +5.1% | -11.4% | -7.5% |
| 3M | +6.3% | +11.1% | -4.8% | +3.1% |
| 6M | +76.4% | +30.2% | +46.2% | +64.3% |
| YTD | +58.8% | +46.2% | +12.6% | +43.0% |
| 1Y | +107.1% | +120.0% | -13.0% | +71.2% |
| 3Y | +245.0% | +527.4% | -282.4% | +126.4% |
| 5Y | -36.0% | +400.4% | -436.3% | -58.2% |
| 10Y | +293.2% | +621.5% | -328.3% | +114.5% |
| All | +684.6% | +478.3% | +206.3% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling