+677.7%
HPE vs INSM
+610.4%
+67.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.9% | +7.8% |
| 7D | +10.1% | +2.8% | +7.4% | +9.9% |
| 30D | +5.3% | -4.7% | +10.0% | +5.7% |
| 3M | +12.7% | +32.6% | -19.9% | +9.5% |
| 6M | +167.7% | -10.9% | +178.5% | +167.5% |
| YTD | +135.5% | -28.2% | +163.7% | +139.3% |
| 1Y | +143.4% | -14.9% | +158.2% | +143.0% |
| 3Y | +249.2% | +375.6% | -126.4% | +189.8% |
| 5Y | +343.8% | +349.1% | -5.2% | +261.5% |
| 10Y | +495.9% | +796.6% | -300.7% | +340.2% |
| All | +677.7% | +610.4% | +67.2% | +453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling