+228.7%
HL vs INSM
+375.8%
-147.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 3M | +32.0% | +33.8% | -1.8% | +26.1% |
| 6M | -6.4% | -7.2% | +0.7% | -6.8% |
| YTD | +3.1% | -25.6% | +28.8% | +5.5% |
| 1Y | +77.6% | -11.2% | +88.8% | +77.5% |
| 3Y | +392.8% | +388.3% | +4.5% | +289.1% |
| All | +228.7% | +375.8% | -147.1% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling