+64.3%
TWLO vs HST
+76.4%
-12.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -15.9% | +3.3% | -19.2% | -15.9% |
| 30D | -29.0% | +16.4% | -45.4% | -29.1% |
| 3M | +10.0% | +5.5% | +4.6% | +10.2% |
| 6M | +12.6% | +31.1% | -18.6% | +10.9% |
| YTD | +50.1% | +55.9% | -5.8% | +44.9% |
| 1Y | +64.3% | +75.6% | -11.3% | +54.9% |
| All | +64.3% | +76.4% | -12.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling