+244.8%
ASTS vs HL
+538.6%
-293.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.3% | -1.4% | -7.2% |
| 7D | -9.3% | +8.2% | -17.5% | -10.7% |
| 30D | -33.9% | -16.3% | -17.6% | -31.4% |
| 3M | -51.0% | -18.6% | -32.4% | -49.0% |
| 6M | -55.1% | -23.2% | -31.9% | -52.9% |
| YTD | -53.6% | -25.5% | -28.1% | -50.8% |
| 1Y | -51.0% | -4.8% | -46.2% | -49.6% |
| 3Y | +681.7% | +281.4% | +400.3% | +564.3% |
| 5Y | +182.4% | +137.8% | +44.6% | +142.1% |
| All | +244.8% | +538.6% | -293.7% | +189.9% |
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