+323.8%
INSM vs HTZ
-90.1%
+413.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.6% |
| 7D | +2.8% | -2.5% | +5.2% | +3.1% |
| 30D | -4.7% | -3.7% | -1.0% | -4.8% |
| 3M | +32.6% | -57.0% | +89.6% | +38.6% |
| 6M | -10.9% | -47.0% | +36.1% | -9.2% |
| YTD | -28.2% | -57.5% | +29.2% | -25.7% |
| 1Y | -14.9% | -63.5% | +48.6% | -11.7% |
| 3Y | +375.6% | -86.3% | +461.9% | +465.6% |
| 5Y | +349.1% | -86.8% | +435.8% | +428.8% |
| All | +323.8% | -90.1% | +413.9% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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