-39.8%
INSM vs FHN
+14.6%
-54.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +5.1% |
| 7D | +13.4% | +2.3% | +11.1% | +13.2% |
| 30D | +5.9% | +1.6% | +4.3% | +5.7% |
| 3M | +11.4% | -8.4% | +19.8% | +11.0% |
| 6M | -21.4% | -2.3% | -19.2% | -22.9% |
| YTD | -36.8% | +1.5% | -38.3% | -38.5% |
| 1Y | -39.8% | +15.0% | -54.8% | -42.1% |
| All | -39.8% | +14.6% | -54.4% | -42.1% |
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