+151.7%
HYG vs INSM
+1,144.3%
-992.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -0.7% | -2.2% | +1.4% | -0.7% |
| 3M | -0.2% | +33.8% | -34.0% | -1.1% |
| 6M | +1.4% | -7.2% | +8.6% | +1.3% |
| YTD | +1.5% | -25.6% | +27.1% | +1.8% |
| 1Y | +2.9% | -11.2% | +14.1% | +2.7% |
| 3Y | +25.6% | +388.3% | -362.7% | +18.4% |
| 5Y | +18.6% | +376.6% | -358.1% | +10.9% |
| 10Y | +55.7% | +881.9% | -826.1% | +39.2% |
| All | +151.7% | +1,144.3% | -992.6% | +105.8% |
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