+60.4%
HCA vs INSM
+392.8%
-332.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +5.4% | +2.5% | +2.9% | +5.4% |
| 30D | +3.0% | -2.2% | +5.1% | +3.0% |
| 3M | +13.0% | +33.8% | -20.8% | +12.3% |
| 6M | -20.3% | -7.2% | -13.1% | -20.3% |
| YTD | -8.2% | -25.6% | +17.4% | -8.0% |
| 1Y | +6.7% | -11.2% | +17.9% | +6.7% |
| 3Y | +60.4% | +388.3% | -328.0% | +57.4% |
| All | +60.4% | +392.8% | -332.4% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling