+182.4%
ASTS vs HAS
+51.6%
+130.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -9.1% |
| 7D | -9.3% | +3.3% | -12.6% | -10.9% |
| 30D | -33.9% | +30.5% | -64.4% | -43.9% |
| 3M | -51.0% | +29.9% | -80.9% | -58.6% |
| 6M | -55.1% | +26.5% | -81.7% | -62.0% |
| YTD | -53.6% | +51.9% | -105.6% | -65.8% |
| 1Y | -51.0% | +60.9% | -111.9% | -65.3% |
| 3Y | +681.7% | +215.0% | +466.7% | +217.3% |
| 5Y | +182.4% | +51.5% | +130.9% | +133.1% |
| All | +182.4% | +51.6% | +130.8% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling