+5.3%
HUM vs ITW
+36.9%
-31.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.9% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | +5.4% | -8.3% | +13.7% | +8.2% |
| 3M | +11.4% | +6.0% | +5.4% | +8.9% |
| 6M | +141.5% | 0.0% | +141.5% | +140.3% |
| YTD | +61.2% | +10.2% | +51.0% | +55.1% |
| 1Y | +49.2% | +3.2% | +45.9% | +46.5% |
| 3Y | -9.0% | +21.0% | -30.0% | -14.7% |
| All | +5.3% | +36.9% | -31.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling