+389.9%
HWM vs INSM
+367.2%
+22.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.1% | -9.6% | -10.7% |
| 7D | -9.2% | +2.8% | -11.9% | -9.2% |
| 30D | -17.9% | -4.7% | -13.1% | -17.8% |
| 3M | -6.0% | +32.6% | -38.7% | -6.8% |
| 6M | -7.4% | -10.9% | +3.5% | -7.4% |
| YTD | +13.1% | -28.2% | +41.3% | +13.6% |
| 1Y | +29.3% | -14.9% | +44.2% | +29.1% |
| 3Y | +389.9% | +375.6% | +14.3% | +377.4% |
| All | +389.9% | +367.2% | +22.7% | +377.4% |
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