+349.1%
INSM vs HST
+72.4%
+276.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +2.0% | +0.8% | +2.2% |
| 30D | -4.7% | -5.2% | +0.5% | -3.2% |
| 3M | +32.6% | -6.2% | +38.9% | +33.6% |
| 6M | -10.9% | +20.4% | -31.3% | -18.6% |
| YTD | -28.2% | +30.6% | -58.9% | -36.5% |
| 1Y | -14.9% | +37.4% | -52.2% | -26.4% |
| 3Y | +375.6% | +66.1% | +309.5% | +268.3% |
| 5Y | +349.1% | +73.7% | +275.4% | +240.2% |
| All | +349.1% | +72.4% | +276.7% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling