+684.6%
TWLO vs HSY
+127.1%
+557.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -1.2% | -1.6% | +0.3% | -1.1% |
| 30D | -6.4% | -4.2% | -2.1% | -6.1% |
| 3M | +6.3% | -0.7% | +7.0% | +6.2% |
| 6M | +76.4% | -21.8% | +98.2% | +80.1% |
| YTD | +58.8% | -2.7% | +61.5% | +57.6% |
| 1Y | +107.1% | -4.8% | +111.9% | +105.8% |
| 3Y | +245.0% | -9.4% | +254.3% | +243.2% |
| 5Y | -36.0% | +11.3% | -47.2% | -40.1% |
| 10Y | +293.2% | +125.0% | +168.2% | +236.6% |
| All | +684.6% | +127.1% | +557.6% | +588.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling