+706.2%
ASTS vs HCA
+118.8%
+587.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.5% | +7.2% |
| 7D | -21.1% | +4.6% | -25.7% | -21.2% |
| 30D | -46.7% | +12.7% | -59.4% | -47.1% |
| 3M | -52.0% | +21.3% | -73.3% | -52.7% |
| 6M | -54.3% | +15.7% | -70.0% | -54.4% |
| YTD | -55.5% | +6.6% | -62.1% | -55.2% |
| 1Y | -50.5% | +5.7% | -56.2% | -50.1% |
| 3Y | +706.2% | +119.2% | +587.0% | +458.2% |
| All | +706.2% | +118.8% | +587.5% | +458.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling