+1,505.9%
ASTS vs HBM
+455.0%
+1,050.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +7.3% | -6.4% | +13.7% | +11.5% |
| 30D | -8.9% | +5.9% | -14.8% | -11.7% |
| 3M | -41.9% | -8.9% | -33.0% | -39.3% |
| 6M | -40.6% | +10.7% | -51.3% | -45.2% |
| YTD | -14.2% | +38.3% | -52.5% | -30.2% |
| 1Y | +48.9% | +121.3% | -72.5% | -5.3% |
| All | +1,505.9% | +455.0% | +1,050.9% | +462.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling