+645.2%
HWM vs INSM
+365.8%
+279.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | +0.3% |
| 7D | -8.0% | +1.7% | -9.8% | -8.1% |
| 30D | -18.0% | -4.4% | -13.6% | -17.8% |
| 3M | -9.5% | +30.0% | -39.5% | -11.2% |
| 6M | -8.4% | -10.0% | +1.6% | -8.5% |
| YTD | +13.6% | -26.0% | +39.6% | +14.8% |
| 1Y | +30.2% | -12.5% | +42.7% | +29.7% |
| 3Y | +392.2% | +390.5% | +1.7% | +330.8% |
| 5Y | +645.2% | +357.7% | +287.5% | +529.8% |
| All | +645.2% | +365.8% | +279.4% | +529.8% |
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