+498.2%
HCA vs INSM
+884.9%
-386.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +5.4% | +2.5% | +2.9% | +5.2% |
| 30D | +3.0% | -2.2% | +5.1% | +3.1% |
| 3M | +13.0% | +33.8% | -20.8% | +10.3% |
| 6M | -20.3% | -7.2% | -13.1% | -20.5% |
| YTD | -8.2% | -25.6% | +17.4% | -7.2% |
| 1Y | +6.7% | -11.2% | +17.9% | +6.3% |
| 3Y | +60.4% | +388.3% | -328.0% | +35.5% |
| 5Y | +73.4% | +376.6% | -303.2% | +43.6% |
| All | +498.2% | +884.9% | -386.7% | +375.7% |
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