+233.7%
ASTS vs HAS
+59.2%
+174.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.2% |
| 7D | +0.8% | +1.4% | -0.5% | +0.5% |
| 30D | -22.6% | +26.3% | -48.9% | -29.2% |
| 3M | -54.4% | +25.6% | -80.0% | -58.3% |
| 6M | -56.4% | +30.3% | -86.7% | -61.1% |
| YTD | -55.1% | +50.4% | -105.5% | -62.4% |
| 1Y | -46.9% | +57.7% | -104.7% | -56.4% |
| 3Y | +715.0% | +213.4% | +501.6% | +411.8% |
| 5Y | +153.7% | +49.1% | +104.6% | +95.0% |
| All | +233.7% | +59.2% | +174.5% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling