+86.1%
HUT vs INSM
+365.8%
-279.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.4% |
| 7D | +18.9% | +1.7% | +17.2% | +18.3% |
| 30D | +12.0% | -4.4% | +16.4% | +13.1% |
| 3M | -14.9% | +30.0% | -44.9% | -21.8% |
| 6M | +96.8% | -10.0% | +106.8% | +96.8% |
| YTD | +108.8% | -26.0% | +134.8% | +119.1% |
| 1Y | +227.4% | -12.5% | +239.9% | +228.5% |
| 3Y | +760.3% | +390.5% | +369.8% | +436.4% |
| 5Y | +86.1% | +357.7% | -271.6% | +13.9% |
| All | +86.1% | +365.8% | -279.8% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling