+403.8%
HUT vs INSM
+401.1%
+2.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -5.3% |
| 7D | +2.8% | +0.5% | +2.4% | +2.7% |
| 30D | +2.1% | -4.0% | +6.0% | +2.9% |
| 3M | -14.3% | +38.5% | -52.8% | -21.5% |
| 6M | +84.2% | -11.5% | +95.7% | +84.9% |
| YTD | +97.2% | -26.9% | +124.1% | +106.1% |
| 1Y | +192.7% | -12.8% | +205.5% | +193.9% |
| 3Y | +712.6% | +384.7% | +327.9% | +418.1% |
| 5Y | +85.5% | +368.8% | -283.3% | +17.6% |
| All | +403.8% | +401.1% | +2.7% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling