+681.7%
ASTS vs HLT
+141.6%
+540.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.4% | -9.7% |
| 7D | -9.3% | +4.4% | -13.7% | -11.5% |
| 30D | -33.9% | +16.3% | -50.2% | -39.7% |
| 3M | -51.0% | +22.2% | -73.2% | -56.9% |
| 6M | -55.1% | +20.0% | -75.1% | -60.0% |
| YTD | -53.6% | +32.4% | -86.0% | -61.3% |
| 1Y | -51.0% | +38.6% | -89.6% | -60.6% |
| 3Y | +681.7% | +136.4% | +545.2% | +577.2% |
| All | +681.7% | +141.6% | +540.1% | +577.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling