+17.0%
HON vs INSM
+392.8%
-375.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -3.5% | +2.5% | -5.9% | -3.5% |
| 30D | -13.8% | -2.2% | -11.6% | -13.7% |
| 3M | -11.7% | +33.8% | -45.5% | -12.3% |
| 6M | -18.7% | -7.2% | -11.6% | -18.8% |
| YTD | +0.2% | -25.6% | +25.9% | +0.5% |
| 1Y | -3.1% | -11.2% | +8.2% | -3.1% |
| 3Y | +17.0% | +388.3% | -371.4% | +14.7% |
| All | +17.0% | +392.8% | -375.8% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling