+595.4%
TWLO vs HST
+143.8%
+451.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | -22.4% | +13.4% | -35.7% | -25.7% |
| 3M | -14.2% | +16.7% | -30.9% | -18.9% |
| 6M | +10.5% | +24.0% | -13.5% | +1.5% |
| YTD | +54.3% | +54.0% | +0.3% | +30.0% |
| 1Y | +68.0% | +55.0% | +13.0% | +41.1% |
| 3Y | +273.0% | +89.3% | +183.7% | +187.6% |
| 5Y | -26.3% | +85.4% | -111.8% | -42.5% |
| 10Y | +595.4% | +137.1% | +458.3% | +445.6% |
| All | +595.4% | +143.8% | +451.6% | +445.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling