+833.7%
INSM vs HSY
+128.6%
+705.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -2.2% | -5.2% | +3.0% | -1.1% |
| 3M | +33.8% | -3.4% | +37.2% | +34.6% |
| 6M | -7.2% | -19.2% | +12.0% | -3.2% |
| YTD | -25.6% | -2.6% | -23.0% | -25.8% |
| 1Y | -11.2% | -3.8% | -7.5% | -11.3% |
| 3Y | +388.3% | -10.6% | +399.0% | +390.8% |
| 5Y | +376.6% | +12.3% | +364.4% | +340.7% |
| All | +833.7% | +128.6% | +705.1% | +758.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling