+537.8%
ASTS vs HLT
+223.4%
+314.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +7.3% | -3.3% | +10.7% | +8.9% |
| 30D | -8.9% | -4.1% | -4.8% | -7.3% |
| 3M | -41.9% | -7.9% | -34.0% | -40.0% |
| 6M | -40.6% | +2.2% | -42.7% | -41.1% |
| YTD | -14.2% | +8.5% | -22.7% | -17.2% |
| 1Y | +48.9% | +12.1% | +36.7% | +40.6% |
| 3Y | +1,461.7% | +107.6% | +1,354.1% | +1,061.8% |
| 5Y | +404.1% | +156.4% | +247.8% | +258.5% |
| All | +537.8% | +223.4% | +314.3% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling