+233.7%
ASTS vs HPQ
+116.8%
+116.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.1% |
| 7D | +0.8% | +3.2% | -2.3% | -0.3% |
| 30D | -22.6% | -3.6% | -19.0% | -22.1% |
| 3M | -54.4% | -5.3% | -49.1% | -54.3% |
| 6M | -56.4% | +41.1% | -97.6% | -63.7% |
| YTD | -55.1% | +36.9% | -92.0% | -62.1% |
| 1Y | -46.9% | +23.5% | -70.5% | -53.3% |
| 3Y | +715.0% | +19.6% | +695.4% | +615.1% |
| 5Y | +153.7% | +11.4% | +142.3% | +130.6% |
| All | +233.7% | +116.8% | +116.9% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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