+305.7%
TWLO vs HST
+101.1%
+204.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -9.1% | -2.8% | -6.4% | -8.4% |
| 3M | +11.0% | -6.5% | +17.5% | +13.0% |
| 6M | +79.4% | +20.7% | +58.7% | +65.7% |
| YTD | +59.7% | +30.5% | +29.3% | +42.9% |
| 1Y | +112.3% | +36.8% | +75.6% | +86.0% |
| 3Y | +247.0% | +65.9% | +181.1% | +180.9% |
| 5Y | -35.6% | +73.9% | -109.5% | -47.8% |
| 10Y | +305.7% | +107.0% | +198.7% | +245.3% |
| All | +305.7% | +101.1% | +204.6% | +245.3% |
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