-21.6%
INSM vs DHI
+5,268.7%
-5,290.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +2.5% | -3.4% | +5.9% | +3.2% |
| 30D | -2.2% | -5.4% | +3.3% | -1.2% |
| 3M | +33.8% | -10.4% | +44.2% | +35.9% |
| 6M | -7.2% | -2.8% | -4.4% | -7.2% |
| YTD | -25.6% | -3.4% | -22.2% | -25.8% |
| 1Y | -11.2% | -22.9% | +11.7% | -7.8% |
| 3Y | +388.3% | +20.7% | +367.7% | +354.8% |
| 5Y | +376.6% | +62.1% | +314.5% | +313.8% |
| 10Y | +881.9% | +410.4% | +471.4% | +585.4% |
| All | -21.6% | +5,268.7% | -5,290.3% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling