+230.9%
ASTS vs HPQ
+110.2%
+120.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.2% |
| 7D | -21.1% | -1.1% | -20.0% | -20.9% |
| 30D | -46.7% | -11.7% | -35.0% | -44.6% |
| 3M | -52.0% | +2.0% | -54.0% | -53.3% |
| 6M | -54.3% | +35.9% | -90.1% | -61.3% |
| YTD | -55.5% | +32.7% | -88.2% | -62.0% |
| 1Y | -50.5% | +14.3% | -64.8% | -55.2% |
| 3Y | +706.2% | +17.8% | +688.4% | +611.3% |
| 5Y | +165.2% | +7.6% | +157.7% | +143.9% |
| All | +230.9% | +110.2% | +120.8% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling