-11.2%
INSM vs HALO
+41.1%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -2.7% | +5.2% | +3.4% |
| 30D | -2.2% | +5.3% | -7.5% | -3.7% |
| 3M | +33.8% | +51.6% | -17.8% | +15.7% |
| 6M | -7.2% | +61.3% | -68.4% | -21.6% |
| YTD | -25.6% | +59.3% | -84.9% | -37.3% |
| 1Y | -11.2% | +38.3% | -49.5% | -24.7% |
| All | -11.2% | +41.1% | -52.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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