+367.9%
INSM vs PHM
+156.2%
+211.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +2.5% | -5.0% | +7.4% | +3.9% |
| 30D | -2.2% | -8.4% | +6.3% | +0.1% |
| 3M | +33.8% | -4.4% | +38.2% | +34.1% |
| 6M | -7.2% | -3.7% | -3.4% | -7.1% |
| YTD | -25.6% | +1.3% | -26.9% | -26.9% |
| 1Y | -11.2% | -14.0% | +2.8% | -8.7% |
| 3Y | +388.3% | +48.1% | +340.2% | +295.7% |
| All | +367.9% | +156.2% | +211.7% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling