-11.4%
INSM vs HRB
+1.1%
-12.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -1.5% |
| 7D | +6.5% | -5.7% | +12.2% | +4.8% |
| 30D | +27.5% | +7.9% | +19.6% | +31.0% |
| 3M | +20.4% | +32.1% | -11.8% | +33.2% |
| 6M | -15.7% | +62.2% | -78.0% | +6.8% |
| YTD | -27.4% | +16.4% | -43.8% | -5.2% |
| 1Y | -11.4% | -0.3% | -11.1% | +16.2% |
| All | -11.4% | +1.1% | -12.5% | +16.2% |
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