+1,559.5%
HWM vs INSM
+896.2%
+663.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.6% |
| 7D | -11.4% | +2.5% | -13.9% | -11.6% |
| 30D | -18.5% | -2.2% | -16.3% | -18.4% |
| 3M | -13.2% | +33.8% | -47.0% | -15.7% |
| 6M | -8.7% | -7.2% | -1.5% | -9.1% |
| YTD | +12.2% | -25.6% | +37.8% | +13.6% |
| 1Y | +24.9% | -11.2% | +36.1% | +24.1% |
| 3Y | +383.9% | +388.3% | -4.4% | +296.2% |
| 5Y | +646.2% | +376.6% | +269.5% | +497.7% |
| All | +1,559.5% | +896.2% | +663.2% | +1,160.0% |
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