+709.2%
TWLO vs HDB
+52.7%
+656.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.0% | +0.4% | -2.5% | -2.2% |
| 30D | +20.6% | -2.8% | +23.4% | +21.6% |
| 3M | -1.5% | -3.5% | +2.0% | -1.1% |
| 6M | +89.4% | -24.7% | +114.1% | +107.9% |
| YTD | +63.8% | -36.6% | +100.4% | +91.8% |
| 1Y | +119.7% | -34.4% | +154.1% | +152.9% |
| 3Y | +256.1% | -24.4% | +280.5% | +277.3% |
| 5Y | -36.6% | -35.4% | -1.2% | -29.7% |
| 10Y | +304.3% | +39.5% | +264.8% | +199.4% |
| All | +709.2% | +52.7% | +656.5% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling