+244.8%
ASTS vs HDB
-9.3%
+254.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.3% | -8.9% |
| 7D | -9.3% | +12.7% | -22.0% | -12.8% |
| 30D | -33.9% | +16.6% | -50.5% | -37.3% |
| 3M | -51.0% | +10.8% | -61.8% | -52.9% |
| 6M | -55.1% | +3.8% | -58.9% | -56.2% |
| YTD | -53.6% | -28.9% | -24.7% | -48.9% |
| 1Y | -51.0% | -28.0% | -23.0% | -46.2% |
| 3Y | +681.7% | -7.2% | +688.8% | +664.8% |
| 5Y | +182.4% | -22.2% | +204.6% | +184.4% |
| All | +244.8% | -9.3% | +254.2% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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