+240.6%
TWLO vs HSY
-9.9%
+250.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | +0.2% | -3.0% | +3.1% | -0.3% |
| 30D | -9.1% | -5.0% | -4.1% | -9.8% |
| 3M | +11.0% | -1.3% | +12.3% | +10.9% |
| 6M | +79.4% | -21.5% | +100.9% | +75.9% |
| YTD | +59.7% | -3.3% | +63.0% | +58.4% |
| 1Y | +112.3% | -5.5% | +117.8% | +111.1% |
| All | +240.6% | -9.9% | +250.5% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling