+187.4%
HIMS vs INSM
+557.3%
-369.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -0.9% | +2.8% | -3.7% | -1.4% |
| 30D | -10.8% | -4.7% | -6.1% | -10.1% |
| 3M | +3.7% | +32.6% | -28.9% | -2.9% |
| 6M | +79.0% | -10.9% | +89.8% | +78.0% |
| YTD | -13.2% | -28.2% | +15.0% | -10.2% |
| 1Y | -43.3% | -14.9% | -28.4% | -43.7% |
| 3Y | +331.4% | +375.6% | -44.2% | +190.6% |
| 5Y | +230.2% | +349.1% | -118.8% | +115.2% |
| All | +187.4% | +557.3% | -369.9% | +85.5% |
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 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