-49.2%
ASTS vs HIMS
-41.7%
-7.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.9% | -5.6% |
| 7D | -15.8% | -9.1% | -6.7% | -12.5% |
| 30D | -39.0% | -10.1% | -28.9% | -36.6% |
| 3M | -49.3% | -17.1% | -32.2% | -45.8% |
| 6M | -47.9% | -2.2% | -45.7% | -48.0% |
| YTD | -51.0% | -17.9% | -33.1% | -31.9% |
| 1Y | -49.2% | -37.7% | -11.5% | -8.6% |
| All | -49.2% | -41.7% | -7.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1y: compounded portfolio wealth divided by compounded HIMS 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…
1y analysis · Full analysis span regression · 6 months rolling