+762.5%
ASTS vs HL
+254.4%
+508.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.3% | -3.6% |
| 7D | +14.2% | -7.6% | +21.9% | +18.4% |
| 30D | -26.7% | -17.5% | -9.2% | -20.7% |
| 3M | -53.6% | -26.2% | -27.3% | -47.8% |
| 6M | -52.7% | -35.1% | -17.6% | -44.9% |
| YTD | -52.5% | -30.4% | -22.1% | -45.7% |
| 1Y | -46.5% | -14.0% | -32.5% | -42.4% |
| All | +762.5% | +254.4% | +508.1% | +482.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling