+294.0%
INSM vs HTZ
-92.6%
+386.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +6.2% | -16.4% | +22.6% | +7.8% |
| 30D | +15.4% | -15.1% | +30.5% | +16.8% |
| 3M | -11.4% | -28.2% | +16.8% | -9.4% |
| 6M | +14.6% | -73.1% | +87.6% | +24.3% |
| YTD | -33.3% | -68.3% | +35.0% | -29.3% |
| 1Y | -38.8% | -75.2% | +36.4% | -33.8% |
| 3Y | +395.7% | -81.1% | +476.9% | +428.3% |
| 5Y | +258.9% | -95.0% | +353.9% | +374.2% |
| All | +294.0% | -92.6% | +386.6% | +398.9% |
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