-36.6%
INSM vs THC
+43.7%
-80.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.9% | +1.0% | +4.9% | +5.8% |
| 30D | +23.9% | +5.3% | +18.6% | +22.9% |
| 3M | -4.1% | +7.1% | -11.2% | -5.1% |
| 6M | +2.7% | +46.0% | -43.4% | -5.1% |
| YTD | -30.4% | +43.9% | -74.3% | -35.9% |
| 1Y | -36.6% | +45.4% | -82.0% | -42.0% |
| All | -36.6% | +43.7% | -80.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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