-30.7%
INSM vs JBHT
+6,782.8%
-6,813.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.4% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | +12.5% | -2.3% | +14.7% | +13.0% |
| 3M | -13.7% | -18.5% | +4.8% | -9.8% |
| 6M | -16.5% | -11.3% | -5.3% | -15.2% |
| YTD | -34.3% | +12.6% | -46.8% | -37.4% |
| 1Y | -38.4% | +29.8% | -68.1% | -43.5% |
| 3Y | +379.9% | +28.1% | +351.8% | +330.8% |
| 5Y | +242.2% | +17.7% | +224.6% | +210.2% |
| 10Y | +920.6% | +196.1% | +724.5% | +644.9% |
| All | -30.7% | +6,782.8% | -6,813.4% | -61.2% |
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