+65.2%
TWLO vs HWM
+7.2%
+58.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +5.6% | +11.1% | -5.5% | +5.8% |
| 30D | -24.6% | +3.0% | -27.6% | -24.8% |
| 3M | -14.0% | -20.7% | +6.8% | -16.9% |
| 6M | +10.1% | -17.2% | +27.3% | +7.6% |
| YTD | +49.2% | +9.1% | +40.1% | +47.7% |
| 1Y | +65.2% | +9.0% | +56.2% | +66.2% |
| All | +65.2% | +7.2% | +58.0% | +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