+185.0%
ASTS vs HBM
+208.0%
-23.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | -1.3% | +4.1% | +4.3% |
| 30D | -28.8% | -14.8% | -14.0% | -22.3% |
| 3M | -48.9% | -20.7% | -28.2% | -42.3% |
| 6M | -55.6% | -13.9% | -41.7% | -52.5% |
| YTD | -49.6% | +10.6% | -60.2% | -51.9% |
| 1Y | -46.1% | +32.4% | -78.4% | -52.4% |
| 3Y | +749.7% | +432.0% | +317.7% | +314.7% |
| All | +185.0% | +208.0% | -23.0% | +74.6% |
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