+155.3%
HBAN vs INSM
+884.9%
-729.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | -5.6% | -2.2% | -3.4% | -5.5% |
| 3M | -1.1% | +33.8% | -34.9% | -3.7% |
| 6M | +9.9% | -7.2% | +17.0% | +9.5% |
| YTD | -0.9% | -25.6% | +24.7% | +0.2% |
| 1Y | -1.4% | -11.2% | +9.8% | -1.9% |
| 3Y | +78.2% | +388.3% | -310.1% | +49.8% |
| 5Y | +37.0% | +376.6% | -339.6% | +12.9% |
| All | +155.3% | +884.9% | -729.6% | +100.7% |
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