-46.1%
ASTS vs HLT
+37.8%
-83.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.4% | +9.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -28.8% | +15.1% | -43.9% | -32.9% |
| 3M | -48.9% | +19.8% | -68.7% | -52.8% |
| 6M | -55.6% | +19.6% | -75.2% | -58.8% |
| YTD | -49.6% | +31.4% | -81.0% | -53.7% |
| 1Y | -46.1% | +38.0% | -84.1% | -50.5% |
| All | -46.1% | +37.8% | -83.9% | -50.5% |
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