+246.5%
TWLO vs XHB
+21.1%
+225.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.6% |
| 7D | -3.9% | -5.2% | +1.4% | -1.9% |
| 30D | -9.7% | -12.1% | +2.4% | -5.1% |
| 3M | +11.6% | -6.2% | +17.8% | +13.9% |
| 6M | +84.7% | -6.7% | +91.4% | +87.4% |
| YTD | +62.5% | -5.5% | +67.9% | +61.9% |
| 1Y | +121.7% | -15.6% | +137.4% | +134.6% |
| All | +246.5% | +21.1% | +225.3% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling