-32.3%
TWLO vs JHX
-27.7%
-4.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.4% | -6.3% | +3.9% | -0.4% |
| 30D | -7.8% | -7.7% | -0.1% | -5.6% |
| 3M | +10.0% | +19.2% | -9.1% | +4.0% |
| 6M | +79.5% | +38.3% | +41.2% | +58.8% |
| YTD | +59.8% | +37.2% | +22.6% | +40.2% |
| 1Y | +121.7% | +42.3% | +79.4% | +89.8% |
| 3Y | +240.8% | -4.4% | +245.2% | +189.3% |
| All | -32.3% | -27.7% | -4.7% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling