There is no way to prove that the pursuit of historical understanding will improve a person. However, there are at least two ways in which it could theoretically do so.
First, you could argue that this pursuit can improve your sense of morals and ethics. This would be the case because you would study what people have done in a wide variety of circumstances. It would make you think about the people's actions and the degree to which they were moral or ethical. This could promote your own sense of morality or ethics.
Second, the pursuit of historical understanding certainly improves one's intellectual and critical thinking skills. When studying history, you must continually question things. You have to question the validity of historical sources, trying to think about how they might be biased. You also have to question causes and effects, trying to determine what caused an event or what effects an event had. These are not always obvious. Instead, it is necessary to think critically in order to discover these connections. This "exercises" one's intellectual abilities and should improve them.
In these ways, the pursuit of historical understanding can help to improve a person.