+264.1%
TWLO vs HWM
+349.8%
-85.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | -26.0% | -2.7% | -23.3% | -25.7% |
| 3M | -14.3% | -22.7% | +8.4% | -9.6% |
| 6M | +6.2% | -18.9% | +25.1% | +10.2% |
| YTD | +50.6% | +7.1% | +43.5% | +40.9% |
| 1Y | +64.0% | +4.7% | +59.3% | +54.6% |
| 3Y | +264.1% | +345.6% | -81.5% | +157.8% |
| All | +264.1% | +349.8% | -85.7% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling