+174.0%
ASTS vs HIMS
+211.8%
-37.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +4.1% |
| 7D | -21.1% | -6.1% | -15.0% | -18.8% |
| 30D | -46.7% | -12.0% | -34.7% | -44.1% |
| 3M | -52.0% | -12.3% | -39.7% | -49.8% |
| 6M | -54.3% | -3.3% | -51.0% | -54.3% |
| YTD | -55.5% | -19.9% | -35.6% | -54.7% |
| 1Y | -50.5% | -37.4% | -13.1% | -44.7% |
| 3Y | +706.2% | +314.0% | +392.2% | +193.6% |
| All | +174.0% | +211.8% | -37.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling