-32.3%
TWLO vs HUM
+6.5%
-38.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.9% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | -7.8% | +5.4% | -13.2% | -8.3% |
| 3M | +10.0% | +11.4% | -1.4% | +8.8% |
| 6M | +79.5% | +141.5% | -62.0% | +67.8% |
| YTD | +59.8% | +61.2% | -1.4% | +52.6% |
| 1Y | +121.7% | +49.2% | +72.5% | +112.5% |
| 3Y | +240.8% | -9.0% | +249.8% | +242.6% |
| All | -32.3% | +6.5% | -38.9% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling