-28.4%
INSM vs HST
+562.7%
-591.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +8.6% | +3.6% | +4.9% | +7.7% |
| 30D | +22.0% | +9.9% | +12.1% | +19.3% |
| 3M | -10.7% | +12.9% | -23.7% | -13.3% |
| 6M | +1.8% | +22.9% | -21.1% | -3.8% |
| YTD | -32.2% | +52.4% | -84.6% | -39.2% |
| 1Y | -39.3% | +52.5% | -91.8% | -45.6% |
| 3Y | +397.1% | +87.4% | +309.7% | +318.4% |
| 5Y | +270.6% | +82.9% | +187.7% | +211.0% |
| 10Y | +717.1% | +134.8% | +582.3% | +532.6% |
| All | -28.4% | +562.7% | -591.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling