+337.4%
INSM vs HALO
+2,417.6%
-2,080.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.5% | -3.4% | +3.9% | +1.2% |
| 30D | -4.0% | +4.3% | -8.3% | -4.8% |
| 3M | +38.5% | +51.8% | -13.2% | +26.4% |
| 6M | -11.5% | +57.8% | -69.3% | -19.8% |
| YTD | -26.9% | +59.0% | -85.9% | -34.0% |
| 1Y | -12.8% | +41.2% | -53.9% | -19.5% |
| 3Y | +384.7% | +177.8% | +206.8% | +276.3% |
| 5Y | +368.8% | +159.5% | +209.3% | +268.2% |
| 10Y | +865.7% | +963.6% | -97.9% | +496.5% |
| All | +337.4% | +2,417.6% | -2,080.3% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling