+248.1%
HD vs INSM
+708.7%
-460.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.7% |
| 7D | -0.5% | +8.6% | -9.0% | -1.0% |
| 30D | +18.5% | +22.0% | -3.5% | +16.9% |
| 3M | +2.2% | -10.7% | +12.9% | +2.8% |
| 6M | +13.8% | +1.8% | +12.1% | +13.0% |
| YTD | +3.4% | -32.2% | +35.6% | +5.0% |
| 1Y | -3.5% | -39.3% | +35.8% | -1.5% |
| 3Y | +29.0% | +397.1% | -368.1% | +9.3% |
| 5Y | +6.1% | +270.6% | -264.5% | -9.7% |
| All | +248.1% | +708.7% | -460.6% | +172.9% |
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