+420.1%
HUT vs INSM
+397.2%
+22.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +17.8% | +6.5% | +11.2% | +16.2% |
| 30D | +0.8% | +27.5% | -26.7% | -5.8% |
| 3M | -26.8% | +20.4% | -47.1% | -30.7% |
| 6M | +72.6% | -15.7% | +88.3% | +75.3% |
| YTD | +103.6% | -27.4% | +131.1% | +113.3% |
| 1Y | +265.3% | -11.4% | +276.7% | +265.7% |
| 3Y | +689.4% | +457.8% | +231.6% | +378.9% |
| 5Y | +75.3% | +343.0% | -267.6% | +12.4% |
| All | +420.1% | +397.2% | +22.9% | +192.6% |
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