-14.9%
HAL vs INSM
+729.9%
-744.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.8% |
| 7D | +6.1% | +5.9% | +0.2% | +5.4% |
| 30D | +2.9% | +23.9% | -21.0% | +0.4% |
| 3M | +3.3% | -4.1% | +7.4% | +3.4% |
| 6M | -16.9% | +2.7% | -19.6% | -18.0% |
| YTD | +21.2% | -30.4% | +51.6% | +23.8% |
| 1Y | +27.5% | -36.6% | +64.1% | +31.4% |
| 3Y | -6.4% | +406.9% | -413.4% | -29.1% |
| 5Y | +58.0% | +280.3% | -222.3% | +20.9% |
| All | -14.9% | +729.9% | -744.7% | -41.5% |
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