+1,773.8%
HWM vs INSM
+872.2%
+901.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.1% | +6.5% | -8.6% | -2.6% |
| 30D | -11.0% | +27.5% | -38.5% | -13.2% |
| 3M | +4.0% | +20.4% | -16.3% | +1.9% |
| 6M | -0.2% | -15.7% | +15.5% | +0.1% |
| YTD | +26.7% | -27.4% | +54.1% | +28.5% |
| 1Y | +44.7% | -11.4% | +56.1% | +43.7% |
| 3Y | +426.1% | +457.8% | -31.7% | +323.1% |
| 5Y | +738.5% | +343.0% | +395.5% | +576.3% |
| All | +1,773.8% | +872.2% | +901.6% | +1,325.4% |
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 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