-11.4%
INSM vs HST
+38.1%
-49.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.2% |
| 7D | +6.5% | -1.0% | +7.6% | +6.2% |
| 30D | +27.5% | -12.3% | +39.8% | +23.6% |
| 3M | +20.4% | -6.4% | +26.7% | +15.2% |
| 6M | -15.7% | +15.0% | -30.7% | -23.6% |
| YTD | -27.4% | +30.5% | -57.9% | -33.4% |
| 1Y | -11.4% | +35.7% | -47.1% | -17.7% |
| All | -11.4% | +38.1% | -49.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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