-1.0%
HL vs INSM
-7.8%
+6.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.5% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | +18.8% | -4.4% | +23.2% | +19.3% |
| 3M | +43.7% | +30.0% | +13.7% | +38.3% |
| 6M | -1.0% | -10.0% | +9.0% | +0.7% |
| All | -1.0% | -7.8% | +6.7% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling