+8.5%
HD vs INSM
+282.8%
-274.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -1.2% | +9.8% | -10.9% | -1.6% |
| 30D | +20.9% | +22.5% | -1.6% | +19.6% |
| 3M | -0.2% | -8.9% | +8.8% | +0.1% |
| 6M | +14.5% | +16.2% | -1.7% | +13.1% |
| YTD | +4.3% | -30.6% | +34.9% | +5.4% |
| 1Y | -3.5% | -37.7% | +34.2% | -2.0% |
| 3Y | +30.1% | +408.4% | -378.3% | +14.7% |
| 5Y | +8.5% | +279.6% | -271.1% | -4.2% |
| All | +8.5% | +282.8% | -274.4% | -4.2% |
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