+69.1%
ASTS vs HLT
+11.0%
+58.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -9.2% | -1.2% | -8.0% | -9.2% |
| 3M | -29.6% | -10.3% | -19.3% | -26.6% |
| 6M | -30.5% | +1.3% | -31.7% | -30.9% |
| YTD | -14.1% | +7.0% | -21.1% | -13.0% |
| 1Y | +69.1% | +11.9% | +57.3% | +76.6% |
| All | +69.1% | +11.0% | +58.1% | +76.6% |
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