+246.5%
TWLO vs HIG
+101.8%
+144.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -3.9% | -2.3% | -1.6% | -3.4% |
| 30D | -9.7% | -1.2% | -8.5% | -9.4% |
| 3M | +11.6% | +6.3% | +5.3% | +9.6% |
| 6M | +84.7% | +0.6% | +84.1% | +83.7% |
| YTD | +62.5% | +0.6% | +61.9% | +61.4% |
| 1Y | +121.7% | +6.1% | +115.6% | +115.8% |
| All | +246.5% | +101.8% | +144.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling