-32.3%
TWLO vs HIG
+116.1%
-148.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.4% | -1.5% | -1.0% | -1.9% |
| 30D | -7.8% | -0.4% | -7.5% | -7.7% |
| 3M | +10.0% | +6.7% | +3.4% | +6.8% |
| 6M | +79.5% | +2.0% | +77.5% | +76.8% |
| YTD | +59.8% | +0.3% | +59.5% | +58.2% |
| 1Y | +121.7% | +4.2% | +117.5% | +115.1% |
| 3Y | +240.8% | +102.2% | +138.6% | +135.1% |
| All | -32.3% | +116.1% | -148.4% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling