+83.0%
INSM vs HDB
+3,812.1%
-3,729.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +27.5% | -2.8% | +30.3% | +28.5% |
| 3M | +20.4% | -3.5% | +23.9% | +21.1% |
| 6M | -15.7% | -24.7% | +9.0% | -9.2% |
| YTD | -27.4% | -36.6% | +9.1% | -18.0% |
| 1Y | -11.4% | -34.4% | +23.0% | -1.0% |
| 3Y | +457.8% | -24.4% | +482.2% | +488.4% |
| 5Y | +343.0% | -35.4% | +378.3% | +384.8% |
| 10Y | +848.1% | +39.5% | +808.6% | +720.7% |
| All | +83.0% | +3,812.1% | -3,729.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling