+689.1%
TWLO vs HIG
+279.2%
+409.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -9.1% | -2.8% | -6.3% | -8.3% |
| 3M | +11.0% | +6.3% | +4.6% | +8.6% |
| 6M | +79.4% | -0.1% | +79.5% | +78.6% |
| YTD | +59.7% | +0.4% | +59.3% | +58.5% |
| 1Y | +112.3% | +6.2% | +106.1% | +106.5% |
| 3Y | +247.0% | +101.6% | +145.3% | +174.0% |
| 5Y | -35.6% | +119.8% | -155.4% | -50.7% |
| 10Y | +305.7% | +311.7% | -6.0% | +124.4% |
| All | +689.1% | +279.2% | +409.9% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling