-26.6%
INSM vs THC
+314.5%
-341.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.9% | +1.0% | +4.9% | +5.7% |
| 30D | +23.9% | +5.3% | +18.6% | +22.7% |
| 3M | -4.1% | +7.1% | -11.2% | -5.4% |
| 6M | +2.7% | +46.0% | -43.4% | -5.2% |
| YTD | -30.4% | +43.9% | -74.3% | -35.9% |
| 1Y | -36.6% | +45.4% | -82.0% | -41.7% |
| 3Y | +406.9% | +421.3% | -14.3% | +255.3% |
| 5Y | +280.3% | +261.5% | +18.8% | +177.8% |
| 10Y | +738.5% | +1,865.8% | -1,127.4% | +316.5% |
| All | -26.6% | +314.5% | -341.1% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling