+375.6%
INSM vs HST
+68.6%
+307.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +2.0% | +0.8% | +2.5% |
| 30D | -4.7% | -5.2% | +0.5% | -4.2% |
| 3M | +32.6% | -6.2% | +38.9% | +32.0% |
| 6M | -10.9% | +20.4% | -31.3% | -17.1% |
| YTD | -28.2% | +30.6% | -58.9% | -34.5% |
| 1Y | -14.9% | +37.4% | -52.2% | -23.3% |
| 3Y | +375.6% | +66.1% | +309.5% | +285.1% |
| All | +375.6% | +68.6% | +307.0% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling