+68.0%
TWLO vs HTZ
-73.6%
+141.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.9% | +2.2% |
| 7D | +2.8% | -27.4% | +30.2% | +3.8% |
| 30D | -22.4% | -11.4% | -11.0% | -22.0% |
| 3M | -14.2% | -33.1% | +18.8% | -13.4% |
| 6M | +10.5% | -73.5% | +84.0% | +13.5% |
| YTD | +54.3% | -68.1% | +122.4% | +49.8% |
| 1Y | +68.0% | -74.3% | +142.3% | +75.0% |
| All | +68.0% | -73.6% | +141.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 1y: compounded portfolio wealth divided by compounded HTZ 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…
1y analysis · Full analysis span regression · 6 months rolling