-21.9%
INSM vs HIG
+303.1%
-325.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -4.4% | -2.8% | -1.6% | -4.0% |
| 3M | +30.0% | +6.3% | +23.7% | +28.7% |
| 6M | -10.0% | -0.1% | -9.9% | -10.1% |
| YTD | -26.0% | +0.4% | -26.4% | -26.2% |
| 1Y | -12.5% | +6.2% | -18.7% | -13.6% |
| 3Y | +390.5% | +101.6% | +288.9% | +335.4% |
| 5Y | +357.7% | +119.8% | +237.9% | +299.8% |
| 10Y | +877.2% | +311.7% | +565.5% | +665.4% |
| All | -21.9% | +303.1% | -325.1% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling