-39.8%
INSM vs HRB
+16.9%
-56.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +6.4% |
| 7D | +13.4% | +16.0% | -2.6% | +17.6% |
| 30D | +5.9% | +32.1% | -26.1% | +14.3% |
| 3M | +11.4% | +21.5% | -10.1% | +18.1% |
| 6M | -21.4% | +82.1% | -103.5% | +4.4% |
| YTD | -36.8% | +31.6% | -68.4% | -14.2% |
| 1Y | -39.8% | +15.9% | -55.7% | -19.7% |
| All | -39.8% | +16.9% | -56.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling