+301.0%
TWLO vs HCA
+511.6%
-210.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -2.4% | +5.4% | -7.8% | -3.9% |
| 30D | -7.8% | +3.0% | -10.8% | -8.6% |
| 3M | +10.0% | +13.0% | -3.0% | +5.6% |
| 6M | +79.5% | -20.3% | +99.7% | +90.4% |
| YTD | +59.8% | -8.2% | +68.1% | +61.2% |
| 1Y | +121.7% | +6.7% | +115.0% | +111.6% |
| 3Y | +240.8% | +60.4% | +180.4% | +173.9% |
| 5Y | -33.6% | +73.4% | -107.0% | -49.7% |
| All | +301.0% | +511.6% | -210.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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