+152.3%
HUM vs ITW
+194.8%
-42.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.8% |
| 7D | +2.1% | -0.7% | +2.8% | +2.4% |
| 30D | +5.4% | -8.3% | +13.7% | +9.5% |
| 3M | +11.4% | +6.0% | +5.4% | +7.9% |
| 6M | +141.5% | 0.0% | +141.5% | +139.7% |
| YTD | +61.2% | +10.2% | +51.0% | +52.6% |
| 1Y | +49.2% | +3.2% | +45.9% | +45.6% |
| 3Y | -9.0% | +21.0% | -30.0% | -18.5% |
| 5Y | +7.2% | +37.9% | -30.7% | -12.6% |
| All | +152.3% | +194.8% | -42.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling