+301.0%
TWLO vs HSY
+128.6%
+172.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -7.8% | -5.2% | -2.6% | -7.5% |
| 3M | +10.0% | -3.4% | +13.4% | +10.2% |
| 6M | +79.5% | -19.2% | +98.7% | +83.0% |
| YTD | +59.8% | -2.6% | +62.5% | +58.4% |
| 1Y | +121.7% | -3.8% | +125.4% | +119.7% |
| 3Y | +240.8% | -10.6% | +251.4% | +240.0% |
| 5Y | -33.6% | +12.3% | -45.9% | -39.0% |
| All | +301.0% | +128.6% | +172.4% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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