+367.9%
INSM vs HUBB
+157.3%
+210.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +2.5% | -0.1% | +2.5% | +2.5% |
| 30D | -2.2% | -10.0% | +7.8% | -0.2% |
| 3M | +33.8% | -1.6% | +35.4% | +33.3% |
| 6M | -7.2% | -3.1% | -4.1% | -7.2% |
| YTD | -25.6% | +4.6% | -30.2% | -26.8% |
| 1Y | -11.2% | +3.3% | -14.6% | -12.6% |
| 3Y | +388.3% | +46.6% | +341.8% | +319.4% |
| All | +367.9% | +157.3% | +210.5% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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