+1,543.3%
INSM vs HBM
+654.4%
+888.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -2.4% |
| 7D | +2.8% | +7.4% | -4.6% | +1.1% |
| 30D | -4.7% | +5.1% | -9.8% | -6.0% |
| 3M | +32.6% | +11.1% | +21.5% | +28.1% |
| 6M | -10.9% | +30.2% | -41.1% | -17.6% |
| YTD | -28.2% | +46.2% | -74.5% | -36.0% |
| 1Y | -14.9% | +120.0% | -134.9% | -31.4% |
| 3Y | +375.6% | +527.4% | -151.8% | +186.0% |
| 5Y | +349.1% | +400.4% | -51.3% | +167.8% |
| 10Y | +796.6% | +621.5% | +175.0% | +322.0% |
| All | +1,543.3% | +654.4% | +888.9% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling