+576.8%
ASTS vs HL
+814.3%
-237.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.3% |
| 7D | +18.5% | +7.1% | +11.4% | +17.0% |
| 30D | -8.1% | +21.4% | -29.5% | -11.6% |
| 3M | -28.2% | +37.4% | -65.6% | -32.3% |
| 6M | -26.1% | +0.4% | -26.5% | -26.6% |
| YTD | -9.0% | +6.7% | -15.6% | -10.0% |
| 1Y | +62.2% | +102.4% | -40.2% | +46.8% |
| 3Y | +1,621.9% | +417.4% | +1,204.5% | +1,266.4% |
| 5Y | +457.0% | +243.3% | +213.7% | +344.7% |
| All | +576.8% | +814.3% | -237.5% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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