-49.2%
ASTS vs HLT
+46.7%
-95.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -5.3% |
| 7D | -15.8% | +7.7% | -23.5% | -18.2% |
| 30D | -39.0% | +19.1% | -58.2% | -43.6% |
| 3M | -49.3% | +20.7% | -70.0% | -53.7% |
| 6M | -47.9% | +21.0% | -69.0% | -52.2% |
| YTD | -51.0% | +31.3% | -82.2% | -55.7% |
| 1Y | -49.2% | +45.9% | -95.0% | -58.7% |
| All | -49.2% | +46.7% | -95.8% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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