-23.5%
INSM vs FHN
+164.4%
-187.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.2% | +5.4% | +6.3% |
| 30D | +27.5% | -4.7% | +32.2% | +28.6% |
| 3M | +20.4% | +3.5% | +16.8% | +19.2% |
| 6M | -15.7% | +7.8% | -23.6% | -17.2% |
| YTD | -27.4% | +5.9% | -33.3% | -28.6% |
| 1Y | -11.4% | +12.5% | -23.9% | -14.2% |
| 3Y | +457.8% | +117.2% | +340.6% | +362.7% |
| 5Y | +343.0% | +86.5% | +256.4% | +265.0% |
| 10Y | +848.1% | +125.7% | +722.4% | +617.4% |
| All | -23.5% | +164.4% | -187.8% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling