-23.5%
INSM vs JBHT
+8,561.4%
-8,584.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +6.5% | +4.9% | +1.7% | +5.3% |
| 30D | +27.5% | +0.6% | +27.0% | +27.0% |
| 3M | +20.4% | -3.2% | +23.6% | +20.7% |
| 6M | -15.7% | +17.0% | -32.7% | -19.8% |
| YTD | -27.4% | +41.7% | -69.1% | -34.3% |
| 1Y | -11.4% | +90.0% | -101.4% | -26.6% |
| 3Y | +457.8% | +47.0% | +410.8% | +385.5% |
| 5Y | +343.0% | +58.3% | +284.7% | +274.1% |
| 10Y | +848.1% | +273.9% | +574.2% | +557.0% |
| All | -23.5% | +8,561.4% | -8,584.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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