+279.3%
INSM vs HST
+82.0%
+197.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.1% |
| 7D | +14.4% | +0.6% | +13.8% | +14.2% |
| 30D | +18.8% | +14.5% | +4.3% | +13.8% |
| 3M | -11.3% | +15.4% | -26.7% | -15.3% |
| 6M | +17.9% | +22.0% | -4.1% | +8.5% |
| YTD | -31.3% | +54.9% | -86.2% | -42.5% |
| 1Y | -37.7% | +54.0% | -91.7% | -47.8% |
| 3Y | +403.1% | +90.4% | +312.7% | +275.4% |
| 5Y | +279.3% | +84.2% | +195.1% | +182.0% |
| All | +279.3% | +82.0% | +197.3% | +182.0% |
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