+301.0%
TWLO vs HUM
+152.7%
+148.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.1% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | -7.8% | +5.4% | -13.2% | -8.8% |
| 3M | +10.0% | +11.4% | -1.4% | +7.7% |
| 6M | +79.5% | +141.5% | -62.0% | +51.8% |
| YTD | +59.8% | +61.2% | -1.4% | +44.1% |
| 1Y | +121.7% | +49.2% | +72.5% | +101.7% |
| 3Y | +240.8% | -9.0% | +249.8% | +239.2% |
| 5Y | -33.6% | +7.2% | -40.8% | -39.2% |
| All | +301.0% | +152.7% | +148.3% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling