Gustav Holst’s masterpiece The Planets did not come out of nowhere. Long before Mars strutted onto the concert stage, Holst was an assured orchestrator – not surprisingly, as he played trombone with the Carl Rosa Opera Company. His individual voice took longer to emerge, or I should say voices, as several Holsts blossomed alongside his interest in British folksong and his burgeoning obsession with Indian culture.

The early works here are the short tone poem A Winter Idyll (1897), the Symphony “The Cotswolds” (1899-1900) and the symphonic poem Indra (1903). The latter, depicting an Indian legend, gives a foretaste of the mature composer but is still written in a late-Romantic language. The Symphony, while very...