+137.9%
HBAN vs INSM
-20.5%
+158.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -5.9% | -4.0% | -1.9% | -5.7% |
| 3M | +0.2% | +38.5% | -38.3% | -1.9% |
| 6M | +6.6% | -11.5% | +18.2% | +6.6% |
| YTD | -1.7% | -26.9% | +25.2% | -0.8% |
| 1Y | -1.7% | -12.8% | +11.1% | -2.0% |
| 3Y | +74.9% | +384.7% | -309.8% | +53.6% |
| 5Y | +36.0% | +368.8% | -332.8% | +18.1% |
| 10Y | +156.9% | +865.7% | -708.8% | +104.7% |
| All | +137.9% | -20.5% | +158.3% | +66.5% |
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 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