+726.9%
INSM vs HAS
+102.4%
+624.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +14.4% | +3.3% | +11.1% | +13.2% |
| 30D | +18.8% | +30.5% | -11.8% | +7.8% |
| 3M | -11.3% | +29.9% | -41.2% | -19.7% |
| 6M | +17.9% | +26.5% | -8.7% | +7.1% |
| YTD | -31.3% | +51.9% | -83.3% | -42.4% |
| 1Y | -37.7% | +60.9% | -98.6% | -49.0% |
| 3Y | +403.1% | +215.0% | +188.1% | +202.9% |
| 5Y | +279.3% | +51.5% | +227.8% | +201.7% |
| All | +726.9% | +102.4% | +624.6% | +436.4% |
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