+246.5%
TWLO vs HUBB
+43.6%
+202.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.4% |
| 30D | -9.7% | -12.7% | +3.0% | -5.4% |
| 3M | +11.6% | -2.9% | +14.6% | +11.8% |
| 6M | +84.7% | -4.8% | +89.5% | +82.9% |
| YTD | +62.5% | +2.8% | +59.7% | +53.3% |
| 1Y | +121.7% | +3.5% | +118.2% | +107.4% |
| All | +246.5% | +43.6% | +202.8% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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