+230.9%
ASTS vs HL
+558.7%
-327.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.0% | +6.7% |
| 7D | -21.1% | +8.9% | -30.0% | -22.6% |
| 30D | -46.7% | -10.1% | -36.6% | -45.6% |
| 3M | -52.0% | -7.0% | -45.0% | -51.4% |
| 6M | -54.3% | -18.8% | -35.5% | -52.5% |
| YTD | -55.5% | -23.1% | -32.3% | -53.1% |
| 1Y | -50.5% | +8.9% | -59.4% | -50.2% |
| 3Y | +706.2% | +255.0% | +451.2% | +584.8% |
| 5Y | +165.2% | +151.5% | +13.7% | +125.5% |
| All | +230.9% | +558.7% | -327.8% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling