+709.2%
TWLO vs HST
+100.2%
+609.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | +20.6% | -12.3% | +32.8% | +26.0% |
| 3M | -1.5% | -6.4% | +4.8% | +0.2% |
| 6M | +89.4% | +15.0% | +74.4% | +78.0% |
| YTD | +63.8% | +30.5% | +33.3% | +46.3% |
| 1Y | +119.7% | +35.7% | +84.1% | +92.8% |
| 3Y | +256.1% | +68.4% | +187.8% | +185.9% |
| 5Y | -36.6% | +73.1% | -109.7% | -48.7% |
| 10Y | +304.3% | +92.7% | +211.6% | +215.7% |
| All | +709.2% | +100.2% | +609.0% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling