-39.8%
INSM vs HST
+76.4%
-116.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.0% | +5.5% |
| 7D | +13.4% | +3.3% | +10.1% | +14.0% |
| 30D | +5.9% | +16.4% | -10.4% | +9.1% |
| 3M | +11.4% | +5.5% | +5.9% | +12.0% |
| 6M | -21.4% | +31.1% | -52.6% | -26.4% |
| YTD | -36.8% | +55.9% | -92.7% | -42.9% |
| 1Y | -39.8% | +75.6% | -115.4% | -45.5% |
| All | -39.8% | +76.4% | -116.2% | -45.5% |
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