+233.7%
ASTS vs HBM
+484.4%
-250.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.1% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | -22.6% | -11.8% | -10.8% | -18.9% |
| 3M | -54.4% | -19.2% | -35.2% | -50.8% |
| 6M | -56.4% | -22.9% | -33.5% | -52.4% |
| YTD | -55.1% | +7.8% | -62.9% | -55.5% |
| 1Y | -46.9% | +34.9% | -81.9% | -50.4% |
| 3Y | +715.0% | +422.2% | +292.8% | +455.0% |
| 5Y | +153.7% | +192.8% | -39.1% | +83.7% |
| All | +233.7% | +484.4% | -250.7% | +128.8% |
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