Percentage-wise, I can't beat EPA numbers nearly as much in the Insight as with other cars. You might look at it this way: the car is close to its most efficient much more of the time. You still unfortunately still have the physics of having to move a car-sized object rapidly through the air, which takes a certain amount of energy.
The Insight engine is nearly 40% peak thermally efficient (an astounding number - you can probably name off engines that just match that on one hand 18 years later), and is that over a very wide range of driving conditions. By comparison a Civic might peak around 35% but in most conditions will be way below that. For this reason you'll see a larger return in a Civic from things like pulse and glide and slowing down. On the other hand the Insight really needs to get warm before you start seeing that amazing efficiency.
Just wait until it warms back up. You'll gain 25mpg when summer hits.
/My 2 cents