+689.1%
TWLO vs HUBB
+444.1%
+245.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | -9.1% | -9.6% | +0.5% | -5.4% |
| 3M | +11.0% | -6.2% | +17.2% | +12.9% |
| 6M | +79.4% | -6.2% | +85.5% | +80.1% |
| YTD | +59.7% | +3.4% | +56.4% | +52.2% |
| 1Y | +112.3% | +5.3% | +107.0% | +99.8% |
| 3Y | +247.0% | +44.4% | +202.6% | +177.3% |
| 5Y | -35.6% | +152.4% | -187.9% | -60.5% |
| 10Y | +305.7% | +437.0% | -131.4% | +47.2% |
| All | +689.1% | +444.1% | +245.0% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling