+245.0%
TWLO vs HST
+68.6%
+176.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -1.2% | +2.0% | -3.2% | -2.0% |
| 30D | -6.4% | -5.2% | -1.1% | -4.5% |
| 3M | +6.3% | -6.2% | +12.5% | +8.2% |
| 6M | +76.4% | +20.4% | +56.0% | +58.7% |
| YTD | +58.8% | +30.6% | +28.2% | +36.3% |
| 1Y | +107.1% | +37.4% | +69.7% | +72.4% |
| 3Y | +245.0% | +66.1% | +178.9% | +140.7% |
| All | +245.0% | +68.6% | +176.3% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling