+37.0%
HPQ vs INSM
+392.8%
-355.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +8.4% |
| 7D | +9.8% | +2.5% | +7.3% | +9.7% |
| 30D | +22.4% | -2.2% | +24.5% | +22.4% |
| 3M | +45.2% | +33.8% | +11.4% | +43.9% |
| 6M | +96.4% | -7.2% | +103.6% | +96.5% |
| YTD | +65.4% | -25.6% | +91.0% | +66.7% |
| 1Y | +31.6% | -11.2% | +42.8% | +31.8% |
| 3Y | +37.0% | +388.3% | -351.3% | +30.4% |
| All | +37.0% | +392.8% | -355.8% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling