+388.3%
INSM vs HALO
+178.1%
+210.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -2.7% | +5.2% | +3.0% |
| 30D | -2.2% | +5.3% | -7.5% | -3.1% |
| 3M | +33.8% | +51.6% | -17.8% | +22.9% |
| 6M | -7.2% | +61.3% | -68.4% | -15.6% |
| YTD | -25.6% | +59.3% | -84.9% | -32.5% |
| 1Y | -11.2% | +38.3% | -49.5% | -17.7% |
| 3Y | +388.3% | +185.9% | +202.5% | +308.6% |
| All | +388.3% | +178.1% | +210.3% | +308.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling