-11.4%
INSM vs FHN
+13.2%
-24.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.2% | +5.4% | +6.5% |
| 30D | +27.5% | -4.7% | +32.2% | +27.6% |
| 3M | +20.4% | +3.5% | +16.8% | +18.2% |
| 6M | -15.7% | +7.8% | -23.6% | -17.6% |
| YTD | -27.4% | +5.9% | -33.3% | -28.7% |
| 1Y | -11.4% | +12.5% | -23.9% | -13.8% |
| All | -11.4% | +13.2% | -24.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling