+256.9%
HL vs INSM
+884.9%
-628.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -4.4% | +2.5% | -6.8% | -4.6% |
| 30D | +9.3% | -2.2% | +11.5% | +9.5% |
| 3M | +32.0% | +33.8% | -1.8% | +27.2% |
| 6M | -6.4% | -7.2% | +0.7% | -6.7% |
| YTD | +3.1% | -25.6% | +28.8% | +5.0% |
| 1Y | +77.6% | -11.2% | +88.8% | +77.4% |
| 3Y | +392.8% | +388.3% | +4.5% | +298.1% |
| 5Y | +234.1% | +376.6% | -142.5% | +164.9% |
| All | +256.9% | +884.9% | -628.0% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling