+488.7%
TWLO vs HWM
+1,258.6%
-770.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +4.5% | +7.3% | -2.7% | +2.5% |
| 30D | -22.1% | +1.6% | -23.7% | -22.6% |
| 3M | -15.3% | -21.9% | +6.5% | -9.8% |
| 6M | +9.7% | -19.0% | +28.7% | +14.8% |
| YTD | +48.5% | +7.9% | +40.5% | +41.0% |
| 1Y | +70.3% | +9.9% | +60.4% | +60.6% |
| 3Y | +261.4% | +342.1% | -80.7% | +122.5% |
| 5Y | -30.6% | +600.8% | -631.3% | -62.3% |
| 10Y | +569.2% | +1,493.8% | -924.6% | +164.3% |
| All | +488.7% | +1,258.6% | -770.0% | +131.9% |
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