+367.9%
INSM vs DHI
+61.2%
+306.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +2.5% | -3.4% | +5.9% | +3.3% |
| 30D | -2.2% | -5.4% | +3.3% | -0.9% |
| 3M | +33.8% | -10.4% | +44.2% | +36.5% |
| 6M | -7.2% | -2.8% | -4.4% | -7.5% |
| YTD | -25.6% | -3.4% | -22.2% | -26.1% |
| 1Y | -11.2% | -22.9% | +11.7% | -6.4% |
| 3Y | +388.3% | +20.7% | +367.7% | +318.9% |
| All | +367.9% | +61.2% | +306.6% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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