+636.3%
TWLO vs USHY
+49.7%
+586.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +3.0% |
| 7D | -3.9% | -0.7% | -3.2% | -2.0% |
| 30D | -9.7% | -0.5% | -9.2% | -8.4% |
| 3M | +11.6% | +0.5% | +11.1% | +10.2% |
| 6M | +84.7% | +1.5% | +83.2% | +78.0% |
| YTD | +62.5% | +1.7% | +60.7% | +55.5% |
| 1Y | +121.7% | +3.5% | +118.2% | +103.3% |
| 3Y | +253.0% | +27.2% | +225.8% | +98.5% |
| 5Y | -32.5% | +21.0% | -53.5% | -55.7% |
| All | +636.3% | +49.7% | +586.6% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling