+123.6%
HOOD vs INSM
+380.0%
-256.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.7% |
| 7D | -3.8% | +5.9% | -9.7% | -4.7% |
| 30D | -23.0% | +23.9% | -46.9% | -25.8% |
| 3M | -21.6% | -4.1% | -17.6% | -21.4% |
| 6M | +1.4% | +2.7% | -1.2% | -0.6% |
| YTD | -31.2% | -30.4% | -0.8% | -28.5% |
| 1Y | -35.9% | -36.6% | +0.6% | -32.7% |
| 3Y | +836.9% | +406.9% | +430.0% | +546.8% |
| 5Y | +121.1% | +280.3% | -159.2% | +56.5% |
| All | +123.6% | +380.0% | -256.4% | +40.4% |
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