+174.0%
ASTS vs HL
+145.7%
+28.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.0% | +6.4% |
| 7D | -21.1% | +8.9% | -30.0% | -23.5% |
| 30D | -46.7% | -10.1% | -36.6% | -44.9% |
| 3M | -52.0% | -7.0% | -45.0% | -51.1% |
| 6M | -54.3% | -18.8% | -35.5% | -51.6% |
| YTD | -55.5% | -23.1% | -32.3% | -51.9% |
| 1Y | -50.5% | +8.9% | -59.4% | -50.8% |
| 3Y | +706.2% | +255.0% | +451.2% | +470.1% |
| All | +174.0% | +145.7% | +28.3% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling