-32.5%
TWLO vs HWM
+624.6%
-657.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.8% | +2.5% |
| 7D | -3.9% | -12.5% | +8.6% | +1.2% |
| 30D | -9.7% | -19.0% | +9.3% | -2.1% |
| 3M | +11.6% | -8.6% | +20.2% | +14.0% |
| 6M | +84.7% | -10.2% | +94.8% | +87.5% |
| YTD | +62.5% | +11.3% | +51.2% | +46.6% |
| 1Y | +121.7% | +24.3% | +97.5% | +88.7% |
| 3Y | +253.0% | +382.3% | -129.3% | +32.2% |
| 5Y | -32.5% | +640.6% | -673.1% | -80.8% |
| All | -32.5% | +624.6% | -657.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling