+648.6%
HUBS vs INSM
+839.8%
-191.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -9.0% | +2.5% | -11.5% | -9.3% |
| 30D | +7.2% | -2.2% | +9.4% | +7.4% |
| 3M | +20.9% | +33.8% | -12.9% | +13.3% |
| 6M | -13.0% | -7.2% | -5.9% | -15.0% |
| YTD | -43.8% | -25.6% | -18.2% | -43.3% |
| 1Y | -54.6% | -11.2% | -43.4% | -55.8% |
| 3Y | -58.5% | +388.3% | -446.8% | -72.2% |
| 5Y | -66.4% | +376.6% | -443.1% | -77.9% |
| 10Y | +319.2% | +881.9% | -562.6% | +129.0% |
| All | +648.6% | +839.8% | -191.2% | +297.9% |
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