+815.5%
ASTS vs HIMS
+206.9%
+608.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.8% | -0.1% | +5.6% |
| 7D | +2.8% | -21.9% | +24.8% | +11.4% |
| 30D | -28.8% | -32.1% | +3.2% | -18.9% |
| 3M | -48.9% | -31.8% | -17.1% | -42.3% |
| 6M | -55.6% | -28.6% | -27.1% | -51.3% |
| YTD | -49.6% | -35.9% | -13.7% | -44.8% |
| 1Y | -46.1% | -47.6% | +1.6% | -36.5% |
| All | +815.5% | +206.9% | +608.6% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling