-39.8%
INSM vs HUM
+51.1%
-90.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +13.4% | +1.6% | +11.9% | +13.3% |
| 30D | +5.9% | +3.5% | +2.4% | +5.7% |
| 3M | +11.4% | +15.5% | -4.1% | +10.5% |
| 6M | -21.4% | +76.2% | -97.6% | -22.9% |
| YTD | -36.8% | +64.5% | -101.3% | -40.5% |
| 1Y | -39.8% | +50.0% | -89.8% | -43.7% |
| All | -39.8% | +51.1% | -90.9% | -43.7% |
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