+61.3%
HUM vs TW
+206.7%
-145.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +2.1% | -4.5% | +6.5% | +3.2% |
| 30D | +5.4% | -2.3% | +7.7% | +5.9% |
| 3M | +11.4% | +2.6% | +8.8% | +10.0% |
| 6M | +141.5% | -17.5% | +159.1% | +151.6% |
| YTD | +61.2% | -5.3% | +66.5% | +61.7% |
| 1Y | +49.2% | -14.8% | +63.9% | +53.6% |
| 3Y | -9.0% | +18.8% | -27.9% | -16.7% |
| 5Y | +7.2% | +20.7% | -13.6% | -4.0% |
| All | +61.3% | +206.7% | -145.4% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling