-36.6%
INSM vs HST
+53.2%
-89.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.9% | +3.6% | +2.3% | +6.5% |
| 30D | +23.9% | +11.2% | +12.7% | +27.1% |
| 3M | -4.1% | +13.1% | -17.2% | -1.3% |
| 6M | +2.7% | +23.9% | -21.2% | -3.2% |
| YTD | -30.4% | +52.3% | -82.7% | -37.6% |
| 1Y | -36.6% | +56.7% | -93.2% | -42.8% |
| All | -36.6% | +53.2% | -89.7% | -42.8% |
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