+576.8%
ASTS vs HCA
+215.6%
+361.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.9% | +6.2% |
| 7D | +18.5% | -2.8% | +21.3% | +19.0% |
| 30D | -8.1% | -2.7% | -5.3% | -7.7% |
| 3M | -28.2% | +11.5% | -39.7% | -30.0% |
| 6M | -26.1% | -24.3% | -1.8% | -22.6% |
| YTD | -9.0% | -13.6% | +4.6% | -7.3% |
| 1Y | +62.2% | -3.2% | +65.4% | +61.1% |
| 3Y | +1,621.9% | +50.4% | +1,571.5% | +1,451.1% |
| 5Y | +457.0% | +64.8% | +392.3% | +385.0% |
| All | +576.8% | +215.6% | +361.2% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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