+253.1%
ASTS vs HBM
+490.9%
-237.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.3% |
| 7D | +14.2% | +5.1% | +9.2% | +12.8% |
| 30D | -26.7% | -15.8% | -10.9% | -21.9% |
| 3M | -53.6% | -22.4% | -31.2% | -49.3% |
| 6M | -52.7% | -20.2% | -32.5% | -48.9% |
| YTD | -52.5% | +9.0% | -61.5% | -53.1% |
| 1Y | -46.5% | +27.4% | -73.9% | -49.2% |
| 3Y | +700.5% | +424.2% | +276.2% | +443.8% |
| 5Y | +168.5% | +196.1% | -27.6% | +93.6% |
| All | +253.1% | +490.9% | -237.8% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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