+701.9%
INSM vs HST
+133.7%
+568.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.9% | +3.6% | +2.3% | +4.5% |
| 30D | +23.9% | +11.2% | +12.7% | +19.1% |
| 3M | -4.1% | +13.1% | -17.2% | -8.5% |
| 6M | +2.7% | +23.9% | -21.2% | -6.7% |
| YTD | -30.4% | +52.3% | -82.7% | -41.9% |
| 1Y | -36.6% | +56.7% | -93.2% | -47.7% |
| 3Y | +406.9% | +87.5% | +319.4% | +278.3% |
| 5Y | +280.3% | +82.8% | +197.5% | +180.0% |
| All | +701.9% | +133.7% | +568.1% | +524.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling