+64.3%
TWLO vs USHY
+1.9%
+62.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.5% |
| 7D | -15.9% | -0.2% | -15.7% | -15.4% |
| 30D | -29.0% | +0.7% | -29.7% | -29.8% |
| 3M | +10.0% | -2.2% | +12.2% | +16.4% |
| 6M | +12.6% | -0.9% | +13.4% | +15.0% |
| YTD | +50.1% | +0.2% | +49.9% | +46.6% |
| 1Y | +64.3% | +1.7% | +62.5% | +41.8% |
| All | +64.3% | +1.9% | +62.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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