+30.6%
HUM vs TW
-15.9%
+46.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +4.2% | -2.3% | +6.5% | +4.4% |
| 30D | +10.4% | +3.9% | +6.4% | +9.8% |
| 3M | +15.1% | +5.7% | +9.4% | +13.6% |
| 6M | +120.9% | -14.5% | +135.4% | +128.6% |
| YTD | +57.9% | -0.9% | +58.8% | +58.2% |
| 1Y | +30.6% | -13.5% | +44.1% | +39.4% |
| All | +30.6% | -15.9% | +46.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling