+225.5%
HOOD vs INSM
+404.3%
-178.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -9.1% | +0.5% | -9.6% | -9.2% |
| 30D | +20.1% | -4.0% | +24.1% | +20.8% |
| 3M | +31.2% | +38.5% | -7.3% | +22.8% |
| 6M | +44.3% | -11.5% | +55.8% | +44.7% |
| YTD | +0.2% | -26.9% | +27.1% | +3.6% |
| 1Y | -3.5% | -12.8% | +9.3% | -4.0% |
| 3Y | +955.2% | +384.7% | +570.5% | +657.3% |
| 5Y | +175.3% | +368.8% | -193.5% | +84.9% |
| All | +225.5% | +404.3% | -178.8% | +103.6% |
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