+174.0%
ASTS vs HBM
+205.9%
-31.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.4% | +6.3% |
| 7D | -21.1% | -3.6% | -17.4% | -19.4% |
| 30D | -46.7% | -19.2% | -27.5% | -40.6% |
| 3M | -52.0% | -20.5% | -31.5% | -46.1% |
| 6M | -54.3% | -12.8% | -41.4% | -51.3% |
| YTD | -55.5% | +5.4% | -60.9% | -56.7% |
| 1Y | -50.5% | +33.0% | -83.4% | -56.4% |
| 3Y | +706.2% | +357.3% | +348.9% | +314.6% |
| All | +174.0% | +205.9% | -31.9% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling