+64.3%
TWLO vs JHX
+44.7%
+19.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -0.4% |
| 7D | -15.9% | +13.3% | -29.1% | -16.3% |
| 30D | -29.0% | +17.1% | -46.2% | -29.6% |
| 3M | +10.0% | +4.1% | +5.9% | +9.8% |
| 6M | +12.6% | +48.5% | -35.9% | +15.3% |
| YTD | +50.1% | +42.3% | +7.8% | +51.5% |
| 1Y | +64.3% | +47.4% | +16.9% | +63.7% |
| All | +64.3% | +44.7% | +19.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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