+702.8%
TWLO vs HUM
+131.3%
+571.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -9.7% | +7.5% | -17.2% | -11.1% |
| 3M | +11.6% | +10.2% | +1.4% | +9.3% |
| 6M | +84.7% | +132.5% | -47.8% | +55.7% |
| YTD | +62.5% | +57.6% | +4.9% | +46.3% |
| 1Y | +121.7% | +48.6% | +73.1% | +100.7% |
| 3Y | +253.0% | -11.2% | +264.1% | +252.5% |
| 5Y | -32.5% | +4.8% | -37.3% | -38.3% |
| 10Y | +312.7% | +147.1% | +165.6% | +145.4% |
| All | +702.8% | +131.3% | +571.5% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling