+240.8%
TWLO vs HUM
-9.4%
+250.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.8% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | -7.8% | +5.4% | -13.2% | -8.2% |
| 3M | +10.0% | +11.4% | -1.4% | +9.1% |
| 6M | +79.5% | +141.5% | -62.0% | +72.5% |
| YTD | +59.8% | +61.2% | -1.4% | +54.8% |
| 1Y | +121.7% | +49.2% | +72.5% | +115.1% |
| 3Y | +240.8% | -9.0% | +249.8% | +233.8% |
| All | +240.8% | -9.4% | +250.2% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling