-39.8%
INSM vs HBM
+47.3%
-87.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.6% |
| 7D | +13.4% | -5.8% | +19.3% | +14.6% |
| 30D | +5.9% | -18.5% | +24.4% | +10.1% |
| 3M | +11.4% | -10.3% | +21.7% | +13.1% |
| 6M | -21.4% | +2.1% | -23.6% | -22.0% |
| YTD | -36.8% | +12.0% | -48.8% | -39.8% |
| 1Y | -39.8% | +49.8% | -89.6% | -45.8% |
| All | -39.8% | +47.3% | -87.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling