-9.0%
HUM vs TW
+19.1%
-28.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | +2.1% | -4.5% | +6.5% | +2.4% |
| 30D | +5.4% | -2.3% | +7.7% | +5.6% |
| 3M | +11.4% | +2.6% | +8.8% | +10.7% |
| 6M | +141.5% | -17.5% | +159.1% | +145.9% |
| YTD | +61.2% | -5.3% | +66.5% | +61.6% |
| 1Y | +49.2% | -14.8% | +63.9% | +50.7% |
| 3Y | -9.0% | +18.8% | -27.9% | -2.2% |
| All | -9.0% | +19.1% | -28.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling