+396.0%
HPE vs INSM
+375.8%
+20.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.8% | +12.3% |
| 7D | +19.4% | +2.5% | +16.9% | +19.2% |
| 30D | +5.6% | -2.2% | +7.8% | +5.7% |
| 3M | +33.1% | +33.8% | -0.7% | +30.3% |
| 6M | +192.5% | -7.2% | +199.6% | +191.9% |
| YTD | +160.9% | -25.6% | +186.6% | +163.9% |
| 1Y | +155.0% | -11.2% | +166.2% | +154.2% |
| 3Y | +289.4% | +388.3% | -98.9% | +250.6% |
| All | +396.0% | +375.8% | +20.2% | +324.2% |
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