-11.4%
INSM vs HUM
+31.0%
-42.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +6.5% | +4.2% | +2.4% | +6.3% |
| 30D | +27.5% | +10.4% | +17.2% | +26.8% |
| 3M | +20.4% | +15.1% | +5.3% | +19.5% |
| 6M | -15.7% | +120.9% | -136.7% | -18.0% |
| YTD | -27.4% | +57.9% | -85.4% | -30.3% |
| 1Y | -11.4% | +30.6% | -41.9% | -14.9% |
| All | -11.4% | +31.0% | -42.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling