+3.2%
HAL vs INSM
+868.6%
-865.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -3.3% | +0.5% | -3.7% | -3.3% |
| 30D | +7.2% | -4.0% | +11.2% | +7.6% |
| 3M | -8.8% | +38.5% | -47.3% | -12.5% |
| 6M | +3.0% | -11.5% | +14.5% | +2.9% |
| YTD | +29.4% | -26.9% | +56.3% | +31.9% |
| 1Y | +62.8% | -12.8% | +75.6% | +61.9% |
| 3Y | -6.4% | +384.7% | -391.1% | -28.1% |
| 5Y | +103.6% | +368.8% | -265.2% | +51.9% |
| All | +3.2% | +868.6% | -865.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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