+689.1%
TWLO vs HCA
+470.3%
+218.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.9% |
| 7D | +0.2% | +4.9% | -4.7% | -1.2% |
| 30D | -9.1% | +1.9% | -11.0% | -9.7% |
| 3M | +11.0% | +12.7% | -1.8% | +6.5% |
| 6M | +79.4% | -22.3% | +101.7% | +92.2% |
| YTD | +59.7% | -9.3% | +69.1% | +61.7% |
| 1Y | +112.3% | +2.7% | +109.6% | +104.9% |
| 3Y | +247.0% | +57.8% | +189.1% | +178.9% |
| 5Y | -35.6% | +70.3% | -105.9% | -51.2% |
| 10Y | +305.7% | +499.7% | -194.0% | +85.5% |
| All | +689.1% | +470.3% | +218.8% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling