+1,520.0%
HWM vs INSM
+829.6%
+690.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +5.0% | +9.8% | -4.8% | +4.2% |
| 30D | +1.5% | +22.5% | -21.0% | -0.3% |
| 3M | -20.3% | -8.9% | -11.4% | -19.9% |
| 6M | -18.0% | +16.2% | -34.3% | -19.7% |
| YTD | +9.5% | -30.6% | +40.1% | +11.3% |
| 1Y | +7.5% | -37.7% | +45.1% | +10.0% |
| 3Y | +355.7% | +408.4% | -52.8% | +270.4% |
| 5Y | +610.2% | +279.6% | +330.6% | +481.0% |
| 10Y | +1,516.8% | +735.6% | +781.1% | +1,172.2% |
| All | +1,520.0% | +829.6% | +690.5% | +1,134.7% |
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