+297.2%
INSM vs HTZ
-94.4%
+391.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.9% |
| 7D | +5.9% | -8.5% | +14.4% | +6.7% |
| 30D | +23.9% | -18.9% | +42.8% | +25.8% |
| 3M | -4.1% | -36.0% | +31.9% | -0.5% |
| 6M | +2.7% | -74.6% | +77.3% | +11.3% |
| YTD | -30.4% | -70.8% | +40.4% | -26.0% |
| 1Y | -36.6% | -75.3% | +38.7% | -31.8% |
| 3Y | +406.9% | -81.6% | +488.5% | +444.9% |
| All | +297.2% | -94.4% | +391.7% | +423.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling