+386.0%
INSM vs THC
+258.2%
+127.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.7% | +2.7% |
| 7D | +1.7% | +4.1% | -2.4% | +1.2% |
| 30D | -4.4% | +3.5% | -7.9% | -4.8% |
| 3M | +30.0% | +61.7% | -31.7% | +21.1% |
| 6M | -10.0% | +11.8% | -21.9% | -12.3% |
| YTD | -26.0% | +35.4% | -61.4% | -29.6% |
| 1Y | -12.5% | +37.0% | -49.5% | -17.1% |
| All | +386.0% | +258.2% | +127.8% | +236.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling