+681.4%
INSM vs HST
+133.9%
+547.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | +8.6% | +3.6% | +4.9% | +7.2% |
| 30D | +22.0% | +9.9% | +12.1% | +17.7% |
| 3M | -10.7% | +12.9% | -23.7% | -14.8% |
| 6M | +1.8% | +22.9% | -21.1% | -7.2% |
| YTD | -32.2% | +52.4% | -84.6% | -43.4% |
| 1Y | -39.3% | +52.5% | -91.8% | -49.4% |
| 3Y | +397.1% | +87.4% | +309.7% | +271.1% |
| 5Y | +270.6% | +82.9% | +187.7% | +172.8% |
| All | +681.4% | +133.9% | +547.5% | +508.6% |
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