+549.3%
TWLO vs HWM
+1,494.1%
-944.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | +20.6% | -11.0% | +31.6% | +24.2% |
| 3M | -1.5% | +4.0% | -5.6% | -3.4% |
| 6M | +89.4% | -0.2% | +89.7% | +86.8% |
| YTD | +63.8% | +26.7% | +37.1% | +49.4% |
| 1Y | +119.7% | +44.7% | +75.0% | +92.3% |
| 3Y | +256.1% | +426.1% | -170.0% | +109.7% |
| 5Y | -36.6% | +738.5% | -775.1% | -67.1% |
| All | +549.3% | +1,494.1% | -944.8% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling