+467.2%
HUT vs INSM
+416.0%
+51.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.6% | -9.7% | -7.4% |
| 7D | +9.3% | +5.9% | +3.4% | +8.6% |
| 30D | -23.1% | +23.9% | -47.0% | -25.3% |
| 3M | -30.6% | -4.1% | -26.5% | -30.5% |
| 6M | -46.9% | +2.7% | -49.5% | -47.5% |
| YTD | +25.3% | -30.4% | +55.7% | +28.5% |
| 1Y | +59.8% | -36.6% | +96.4% | +65.4% |
| 3Y | +467.2% | +406.9% | +60.2% | +427.7% |
| All | +467.2% | +416.0% | +51.2% | +427.7% |
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