+684.6%
TWLO vs XHB
+225.2%
+459.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -1.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -6.4% | -9.1% | +2.7% | -0.3% |
| 3M | +6.3% | -2.3% | +8.6% | +6.7% |
| 6M | +76.4% | -4.1% | +80.6% | +77.1% |
| YTD | +58.8% | -1.7% | +60.5% | +54.2% |
| 1Y | +107.1% | -15.1% | +122.2% | +123.4% |
| 3Y | +245.0% | +26.8% | +218.1% | +160.4% |
| 5Y | -36.0% | +37.3% | -73.3% | -54.8% |
| 10Y | +293.2% | +205.7% | +87.5% | +52.6% |
| All | +684.6% | +225.2% | +459.4% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling