+367.9%
INSM vs HBM
+327.6%
+40.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +2.5% | -3.3% | +5.8% | +3.0% |
| 30D | -2.2% | -4.8% | +2.6% | -1.5% |
| 3M | +33.8% | -0.4% | +34.2% | +32.5% |
| 6M | -7.2% | +17.9% | -25.0% | -11.6% |
| YTD | -25.6% | +33.7% | -59.4% | -31.6% |
| 1Y | -11.2% | +95.6% | -106.8% | -25.0% |
| 3Y | +388.3% | +458.1% | -69.8% | +213.0% |
| All | +367.9% | +327.6% | +40.2% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling