+274.8%
ASTS vs HIMS
+111.6%
+163.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.8% | -0.1% | +5.6% |
| 7D | +2.8% | -21.9% | +24.8% | +11.5% |
| 30D | -28.8% | -32.1% | +3.2% | -18.8% |
| 3M | -48.9% | -31.8% | -17.1% | -42.2% |
| 6M | -55.6% | -28.6% | -27.1% | -51.4% |
| YTD | -49.6% | -35.9% | -13.7% | -45.2% |
| 1Y | -46.1% | -47.6% | +1.6% | -36.8% |
| 3Y | +749.7% | +205.6% | +544.1% | +293.1% |
| 5Y | +193.2% | +170.3% | +22.9% | +22.5% |
| All | +274.8% | +111.6% | +163.2% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling