+1,029.8%
HD vs INSM
-21.1%
+1,050.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | +6.5% | -8.6% | -2.3% |
| 30D | -8.4% | +27.5% | -36.0% | -9.7% |
| 3M | +4.3% | +20.4% | -16.0% | +3.1% |
| 6M | -11.1% | -15.7% | +4.6% | -11.0% |
| YTD | -4.7% | -27.4% | +22.8% | -3.9% |
| 1Y | -19.8% | -11.4% | -8.4% | -20.1% |
| 3Y | +4.1% | +457.8% | -453.7% | -7.2% |
| 5Y | +10.3% | +343.0% | -332.6% | -1.5% |
| 10Y | +203.2% | +848.1% | -645.0% | +151.6% |
| All | +1,029.8% | -21.1% | +1,050.9% | +705.7% |
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