+818.3%
INSM vs HAS
+59.3%
+759.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | +0.5% | -3.1% | +3.5% | +1.6% |
| 30D | -4.0% | -6.4% | +2.4% | -1.8% |
| 3M | +38.5% | +10.4% | +28.1% | +32.7% |
| 6M | -11.5% | -3.7% | -7.8% | -11.4% |
| YTD | -26.9% | +12.5% | -39.3% | -31.4% |
| 1Y | -12.8% | +19.8% | -32.6% | -20.5% |
| 3Y | +384.7% | +46.0% | +338.7% | +292.6% |
| 5Y | +368.8% | +12.5% | +356.3% | +315.0% |
| All | +818.3% | +59.3% | +759.0% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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