+833.7%
INSM vs FHN
+128.3%
+705.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | -2.2% | -4.8% | +2.6% | -0.8% |
| 3M | +33.8% | -0.7% | +34.5% | +33.4% |
| 6M | -7.2% | +10.6% | -17.8% | -10.3% |
| YTD | -25.6% | +4.6% | -30.2% | -27.1% |
| 1Y | -11.2% | +11.4% | -22.6% | -15.1% |
| 3Y | +388.3% | +132.3% | +256.1% | +261.3% |
| 5Y | +376.6% | +90.2% | +286.5% | +246.9% |
| All | +833.7% | +128.3% | +705.4% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling