+206.4%
HD vs INSM
+884.9%
-678.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -3.8% | +2.5% | -6.3% | -4.0% |
| 30D | -9.4% | -2.2% | -7.3% | -9.3% |
| 3M | -4.6% | +33.8% | -38.4% | -6.8% |
| 6M | -10.1% | -7.2% | -2.9% | -10.4% |
| YTD | -8.3% | -25.6% | +17.3% | -7.4% |
| 1Y | -25.0% | -11.2% | -13.8% | -25.4% |
| 3Y | +1.5% | +388.3% | -386.8% | -13.5% |
| 5Y | +5.6% | +376.6% | -371.1% | -11.7% |
| All | +206.4% | +884.9% | -678.4% | +135.6% |
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