+328.5%
INSM vs HTZ
-89.5%
+418.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +6.5% | +7.5% | -0.9% | +5.7% |
| 30D | +27.5% | +47.4% | -19.9% | +22.0% |
| 3M | +20.4% | -54.9% | +75.3% | +25.1% |
| 6M | -15.7% | -47.0% | +31.3% | -14.2% |
| YTD | -27.4% | -55.3% | +27.8% | -25.3% |
| 1Y | -11.4% | -57.6% | +46.2% | -9.6% |
| 3Y | +457.8% | -86.6% | +544.4% | +570.2% |
| 5Y | +343.0% | -86.1% | +429.1% | +419.1% |
| All | +328.5% | -89.5% | +418.1% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling