+877.2%
INSM vs HST
+101.1%
+776.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.4% | -2.8% | -1.6% | -3.4% |
| 3M | +30.0% | -6.5% | +36.5% | +31.8% |
| 6M | -10.0% | +20.7% | -30.7% | -17.9% |
| YTD | -26.0% | +30.5% | -56.4% | -34.7% |
| 1Y | -12.5% | +36.8% | -49.3% | -24.6% |
| 3Y | +390.5% | +65.9% | +324.6% | +280.8% |
| 5Y | +357.7% | +73.9% | +283.8% | +240.3% |
| 10Y | +877.2% | +107.0% | +770.2% | +521.4% |
| All | +877.2% | +101.1% | +776.2% | +521.4% |
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