+689.7%
TWLO vs JHX
+112.3%
+577.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.4% | -6.3% | +3.9% | -0.3% |
| 30D | -7.8% | -7.7% | -0.1% | -5.4% |
| 3M | +10.0% | +19.2% | -9.1% | +3.4% |
| 6M | +79.5% | +38.3% | +41.2% | +56.7% |
| YTD | +59.8% | +37.2% | +22.6% | +38.5% |
| 1Y | +121.7% | +42.3% | +79.4% | +87.4% |
| 3Y | +240.8% | -4.4% | +245.2% | +197.9% |
| 5Y | -33.6% | -26.4% | -7.2% | -37.5% |
| 10Y | +306.0% | +106.3% | +199.7% | +132.6% |
| All | +689.7% | +112.3% | +577.3% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling