+1,497.0%
HWM vs INSM
+832.7%
+664.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | +7.3% | +5.9% | +1.4% | +6.8% |
| 30D | +1.6% | +23.9% | -22.3% | -0.3% |
| 3M | -21.9% | -4.1% | -17.8% | -21.8% |
| 6M | -19.0% | +2.7% | -21.7% | -19.8% |
| YTD | +7.9% | -30.4% | +38.3% | +9.7% |
| 1Y | +9.9% | -36.6% | +46.5% | +12.4% |
| 3Y | +342.1% | +406.9% | -64.8% | +259.5% |
| 5Y | +600.8% | +280.3% | +320.5% | +473.2% |
| 10Y | +1,493.8% | +738.5% | +755.3% | +1,153.7% |
| All | +1,497.0% | +832.7% | +664.3% | +1,116.8% |
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 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