-23.5%
INSM vs HAS
+1,053.8%
-1,077.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.5% | -1.8% | +8.3% | +7.1% |
| 30D | +27.5% | +2.3% | +25.3% | +26.6% |
| 3M | +20.4% | +10.4% | +10.0% | +16.2% |
| 6M | -15.7% | -3.2% | -12.5% | -15.7% |
| YTD | -27.4% | +15.4% | -42.8% | -31.6% |
| 1Y | -11.4% | +18.8% | -30.2% | -17.6% |
| 3Y | +457.8% | +43.9% | +413.9% | +373.5% |
| 5Y | +343.0% | +13.9% | +329.1% | +298.2% |
| 10Y | +848.1% | +56.4% | +791.7% | +636.8% |
| All | -23.5% | +1,053.8% | -1,077.3% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling