+684.6%
TWLO vs HRB
+200.4%
+484.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.4% | -1.8% |
| 7D | -1.2% | -9.1% | +7.9% | +0.6% |
| 30D | -6.4% | +0.3% | -6.6% | -6.8% |
| 3M | +6.3% | +23.4% | -17.1% | +1.4% |
| 6M | +76.4% | +45.1% | +31.3% | +62.3% |
| YTD | +58.8% | +8.9% | +49.9% | +53.7% |
| 1Y | +107.1% | -7.9% | +115.0% | +106.2% |
| 3Y | +245.0% | +27.9% | +217.0% | +216.9% |
| 5Y | -36.0% | +108.3% | -144.3% | -46.1% |
| 10Y | +293.2% | +208.4% | +84.8% | +189.0% |
| All | +684.6% | +200.4% | +484.2% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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