+538.9%
ASTS vs HLT
+219.1%
+319.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -9.2% | -1.2% | -8.0% | -8.9% |
| 3M | -29.6% | -10.3% | -19.3% | -26.5% |
| 6M | -30.5% | +1.3% | -31.7% | -30.8% |
| YTD | -14.1% | +7.0% | -21.1% | -16.7% |
| 1Y | +69.1% | +11.9% | +57.3% | +59.7% |
| 3Y | +1,525.5% | +100.7% | +1,424.9% | +1,124.4% |
| 5Y | +425.9% | +147.5% | +278.3% | +276.8% |
| All | +538.9% | +219.1% | +319.8% | +350.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling