+123.3%
HAL vs INSM
-21.1%
+144.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +2.9% | +6.5% | -3.6% | +2.5% |
| 30D | +17.0% | +27.5% | -10.5% | +14.8% |
| 3M | -9.7% | +20.4% | -30.0% | -11.1% |
| 6M | +8.6% | -15.7% | +24.4% | +9.0% |
| YTD | +33.0% | -27.4% | +60.4% | +34.6% |
| 1Y | +68.3% | -11.4% | +79.7% | +67.6% |
| 3Y | +0.1% | +457.8% | -457.7% | -15.3% |
| 5Y | +102.6% | +343.0% | -240.3% | +71.6% |
| 10Y | +3.8% | +848.1% | -844.3% | -19.5% |
| All | +123.3% | -21.1% | +144.4% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling