-35.5%
TWLO vs HTZ
-95.4%
+59.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +1.7% |
| 7D | -1.5% | -14.6% | +13.1% | +0.3% |
| 30D | -26.0% | -20.8% | -5.2% | -24.0% |
| 3M | +4.6% | -18.8% | +23.4% | +5.8% |
| 6M | +5.5% | -74.7% | +80.2% | +22.1% |
| YTD | +42.0% | -68.1% | +110.1% | +55.2% |
| 1Y | +58.5% | -73.5% | +132.0% | +78.1% |
| 3Y | +279.7% | -81.8% | +361.5% | +321.8% |
| All | -35.5% | -95.4% | +59.9% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling