+1,125.6%
HD vs INSM
-26.2%
+1,151.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.8% |
| 7D | -0.5% | +8.6% | -9.0% | -0.9% |
| 30D | +18.5% | +22.0% | -3.5% | +17.4% |
| 3M | +2.2% | -10.7% | +12.9% | +2.6% |
| 6M | +13.8% | +1.8% | +12.1% | +13.3% |
| YTD | +3.4% | -32.2% | +35.6% | +4.5% |
| 1Y | -3.5% | -39.3% | +35.8% | -2.1% |
| 3Y | +29.0% | +397.1% | -368.1% | +15.7% |
| 5Y | +6.1% | +270.6% | -264.5% | -4.5% |
| 10Y | +242.3% | +717.1% | -474.8% | +185.9% |
| All | +1,125.6% | -26.2% | +1,151.8% | +775.9% |
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 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