+230.9%
ASTS vs HCA
+289.3%
-58.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.5% | +7.4% |
| 7D | -21.1% | +4.6% | -25.7% | -21.7% |
| 30D | -46.7% | +12.7% | -59.4% | -47.8% |
| 3M | -52.0% | +21.3% | -73.3% | -53.6% |
| 6M | -54.3% | +15.7% | -70.0% | -55.7% |
| YTD | -55.5% | +6.6% | -62.1% | -56.3% |
| 1Y | -50.5% | +5.7% | -56.2% | -51.4% |
| 3Y | +706.2% | +119.2% | +587.0% | +578.9% |
| 5Y | +165.2% | +107.9% | +57.3% | +122.3% |
| All | +230.9% | +289.3% | -58.4% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling