+388.3%
INSM vs HIG
+101.1%
+287.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +2.5% | -1.5% | +3.9% | +2.7% |
| 30D | -2.2% | -0.4% | -1.8% | -2.1% |
| 3M | +33.8% | +6.7% | +27.1% | +32.8% |
| 6M | -7.2% | +2.0% | -9.1% | -7.2% |
| YTD | -25.6% | +0.3% | -25.9% | -25.6% |
| 1Y | -11.2% | +4.2% | -15.4% | -11.6% |
| 3Y | +388.3% | +102.2% | +286.1% | +306.1% |
| All | +388.3% | +101.1% | +287.2% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling