+307.6%
TWLO vs HDB
+32.9%
+274.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -3.9% | -6.2% | +2.3% | -1.7% |
| 30D | -9.7% | -6.2% | -3.5% | -7.7% |
| 3M | +11.6% | -5.9% | +17.5% | +13.0% |
| 6M | +84.7% | -25.9% | +110.6% | +103.5% |
| YTD | +62.5% | -40.2% | +102.7% | +94.0% |
| 1Y | +121.7% | -38.0% | +159.7% | +160.0% |
| 3Y | +253.0% | -30.5% | +283.5% | +286.0% |
| 5Y | -32.5% | -38.1% | +5.6% | -24.1% |
| All | +307.6% | +32.9% | +274.7% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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