+367.9%
INSM vs HRB
+114.1%
+253.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.7% |
| 7D | +2.5% | -8.0% | +10.5% | +2.1% |
| 30D | -2.2% | -16.0% | +13.8% | -2.9% |
| 3M | +33.8% | +26.9% | +6.9% | +35.4% |
| 6M | -7.2% | +51.1% | -58.3% | -4.6% |
| YTD | -25.6% | +7.1% | -32.7% | -21.4% |
| 1Y | -11.2% | -9.6% | -1.6% | -4.9% |
| 3Y | +388.3% | +25.4% | +362.9% | +373.8% |
| All | +367.9% | +114.1% | +253.8% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling