+64.3%
TWLO vs HWM
+5.4%
+58.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.3% |
| 7D | -15.9% | +9.4% | -25.3% | -15.2% |
| 30D | -29.0% | -7.0% | -22.1% | -29.7% |
| 3M | +10.0% | -25.9% | +35.9% | +6.1% |
| 6M | +12.6% | -10.8% | +23.4% | +11.7% |
| YTD | +50.1% | +4.3% | +45.8% | +47.2% |
| 1Y | +64.3% | +4.4% | +59.9% | +66.2% |
| All | +64.3% | +5.4% | +58.9% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling