+6.2%
HD vs INSM
+365.8%
-359.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.2% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -10.8% | -4.4% | -6.4% | -10.7% |
| 3M | -2.7% | +30.0% | -32.7% | -4.2% |
| 6M | -10.3% | -10.0% | -0.3% | -10.3% |
| YTD | -7.8% | -26.0% | +18.2% | -7.0% |
| 1Y | -23.1% | -12.5% | -10.6% | -23.3% |
| 3Y | +2.0% | +390.5% | -388.5% | -8.8% |
| 5Y | +6.2% | +357.7% | -351.5% | -8.2% |
| All | +6.2% | +365.8% | -359.6% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling