-50.5%
ASTS vs HIMS
-40.9%
-9.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +3.7% |
| 7D | -21.1% | -6.1% | -15.0% | -18.6% |
| 30D | -46.7% | -12.0% | -34.7% | -43.8% |
| 3M | -52.0% | -12.3% | -39.7% | -49.5% |
| 6M | -54.3% | -3.3% | -51.0% | -53.9% |
| YTD | -55.5% | -19.9% | -35.6% | -37.4% |
| 1Y | -50.5% | -37.4% | -13.1% | -10.6% |
| All | -50.5% | -40.9% | -9.6% | -10.6% |
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