+833.7%
INSM vs PHM
+568.1%
+265.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | +2.5% | -5.0% | +7.4% | +4.4% |
| 30D | -2.2% | -8.4% | +6.3% | +1.0% |
| 3M | +33.8% | -4.4% | +38.2% | +34.4% |
| 6M | -7.2% | -3.7% | -3.4% | -6.9% |
| YTD | -25.6% | +1.3% | -26.9% | -27.3% |
| 1Y | -11.2% | -14.0% | +2.8% | -8.0% |
| 3Y | +388.3% | +48.1% | +340.2% | +283.7% |
| 5Y | +376.6% | +158.8% | +217.9% | +176.5% |
| All | +833.7% | +568.1% | +265.6% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling