-36.0%
TWLO vs HST
+72.4%
-108.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -1.2% | +2.0% | -3.2% | -2.4% |
| 30D | -6.4% | -5.2% | -1.1% | -3.8% |
| 3M | +6.3% | -6.2% | +12.5% | +9.0% |
| 6M | +76.4% | +20.4% | +56.0% | +54.7% |
| YTD | +58.8% | +30.6% | +28.2% | +31.4% |
| 1Y | +107.1% | +37.4% | +69.7% | +65.0% |
| 3Y | +245.0% | +66.1% | +178.9% | +133.2% |
| 5Y | -36.0% | +73.7% | -109.7% | -57.1% |
| All | -36.0% | +72.4% | -108.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling