-21.9%
INSM vs HRB
+1,277.5%
-1,299.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.5% |
| 7D | +1.7% | -10.6% | +12.3% | +4.1% |
| 30D | -4.4% | -0.8% | -3.6% | -4.8% |
| 3M | +30.0% | +19.1% | +11.0% | +23.9% |
| 6M | -10.0% | +48.7% | -58.7% | -20.7% |
| YTD | -26.0% | +7.1% | -33.1% | -29.7% |
| 1Y | -12.5% | -8.3% | -4.2% | -13.7% |
| 3Y | +390.5% | +25.8% | +364.6% | +331.5% |
| 5Y | +357.7% | +111.1% | +246.6% | +242.1% |
| 10Y | +877.2% | +206.6% | +670.7% | +512.0% |
| All | -21.9% | +1,277.5% | -1,299.4% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling