-21.9%
INSM vs HUBB
+3,378.4%
-3,400.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | -4.4% | -9.6% | +5.2% | -0.3% |
| 3M | +30.0% | -6.2% | +36.2% | +32.3% |
| 6M | -10.0% | -6.2% | -3.9% | -8.8% |
| YTD | -26.0% | +3.4% | -29.3% | -28.5% |
| 1Y | -12.5% | +5.3% | -17.8% | -16.7% |
| 3Y | +390.5% | +44.4% | +346.1% | +281.7% |
| 5Y | +357.7% | +152.4% | +205.3% | +162.6% |
| 10Y | +877.2% | +437.0% | +440.2% | +284.4% |
| All | -21.9% | +3,378.4% | -3,400.4% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling