+699.1%
INSM vs HST
+136.3%
+562.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | +9.8% | -1.3% | +11.0% | +10.2% |
| 30D | +22.5% | +13.4% | +9.1% | +16.9% |
| 3M | -8.9% | +16.7% | -25.6% | -14.1% |
| 6M | +16.2% | +24.0% | -7.8% | +5.6% |
| YTD | -30.6% | +54.0% | -84.6% | -42.3% |
| 1Y | -37.7% | +55.0% | -92.7% | -48.4% |
| 3Y | +408.4% | +89.3% | +319.1% | +278.1% |
| 5Y | +279.6% | +85.4% | +194.2% | +178.0% |
| All | +699.1% | +136.3% | +562.9% | +520.1% |
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