+62.2%
ASTS vs HL
+116.7%
-54.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.7% |
| 7D | +18.5% | +7.1% | +11.4% | +14.6% |
| 30D | -8.1% | +21.4% | -29.5% | -17.2% |
| 3M | -28.2% | +37.4% | -65.6% | -39.2% |
| 6M | -26.1% | +0.4% | -26.5% | -29.0% |
| YTD | -9.0% | +6.7% | -15.6% | -12.7% |
| 1Y | +62.2% | +102.4% | -40.2% | +51.1% |
| All | +62.2% | +116.7% | -54.5% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling