+297.2%
INSM vs HDB
-23.2%
+320.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | +5.9% | +2.7% | +3.2% | +5.0% |
| 30D | +23.9% | +14.1% | +9.8% | +18.6% |
| 3M | -4.1% | +11.8% | -15.9% | -7.9% |
| 6M | +2.7% | +8.2% | -5.5% | -0.9% |
| YTD | -30.4% | -29.3% | -1.1% | -22.2% |
| 1Y | -36.6% | -28.8% | -7.8% | -29.3% |
| 3Y | +406.9% | -7.5% | +414.4% | +394.1% |
| All | +297.2% | -23.2% | +320.4% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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