+320.2%
HIMS vs INSM
+384.7%
-64.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | -1.4% | +0.5% | -1.8% | -1.4% |
| 30D | -10.1% | -4.0% | -6.1% | -9.5% |
| 3M | -1.2% | +38.5% | -39.8% | -7.2% |
| 6M | +16.9% | -11.5% | +28.4% | +16.9% |
| YTD | -15.5% | -26.9% | +11.4% | -12.7% |
| 1Y | -42.6% | -12.8% | -29.8% | -42.9% |
| All | +320.2% | +384.7% | -64.5% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling