+634.9%
HLT vs INSM
+711.3%
-76.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | -5.0% | -2.2% | -2.9% | -4.9% |
| 3M | -10.4% | +33.8% | -44.2% | -12.8% |
| 6M | +3.2% | -7.2% | +10.4% | +2.8% |
| YTD | +6.7% | -25.6% | +32.4% | +8.0% |
| 1Y | +10.3% | -11.2% | +21.5% | +9.7% |
| 3Y | +99.3% | +388.3% | -289.0% | +65.2% |
| 5Y | +143.7% | +376.6% | -233.0% | +98.1% |
| 10Y | +584.7% | +881.9% | -297.1% | +399.0% |
| All | +634.9% | +711.3% | -76.4% | +480.2% |
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