+179.3%
HOOD vs INSM
+365.8%
-186.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.3% |
| 7D | +7.7% | +1.7% | +6.0% | +7.4% |
| 30D | +22.0% | -4.4% | +26.4% | +22.8% |
| 3M | +37.6% | +30.0% | +7.6% | +30.2% |
| 6M | +45.3% | -10.0% | +55.3% | +45.2% |
| YTD | +1.9% | -26.0% | +27.9% | +5.1% |
| 1Y | -2.7% | -12.5% | +9.8% | -3.2% |
| 3Y | +973.4% | +390.5% | +582.9% | +677.1% |
| 5Y | +179.3% | +357.7% | -178.4% | +89.1% |
| All | +179.3% | +365.8% | -186.6% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling