+1,729.1%
HCA vs INSM
+2,497.6%
-768.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | +2.4% | -4.0% | +6.4% | +2.6% |
| 3M | +13.0% | +38.5% | -25.5% | +10.0% |
| 6M | -21.4% | -11.5% | -9.9% | -21.4% |
| YTD | -9.5% | -26.9% | +17.4% | -8.4% |
| 1Y | +7.5% | -12.8% | +20.3% | +7.2% |
| 3Y | +57.6% | +384.7% | -327.1% | +32.8% |
| 5Y | +71.1% | +368.8% | -297.7% | +41.7% |
| 10Y | +498.8% | +865.7% | -366.9% | +342.4% |
| All | +1,729.1% | +2,497.6% | -768.5% | +1,127.4% |
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 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