+132.3%
HON vs INSM
+884.9%
-752.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -3.5% | +2.5% | -5.9% | -3.6% |
| 30D | -13.8% | -2.2% | -11.6% | -13.7% |
| 3M | -11.7% | +33.8% | -45.5% | -13.5% |
| 6M | -18.7% | -7.2% | -11.6% | -19.0% |
| YTD | +0.2% | -25.6% | +25.9% | +1.1% |
| 1Y | -3.1% | -11.2% | +8.2% | -3.4% |
| 3Y | +17.0% | +388.3% | -371.4% | +2.2% |
| 5Y | +2.0% | +376.6% | -374.6% | -12.4% |
| All | +132.3% | +884.9% | -752.5% | +88.6% |
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