-49.2%
ASTS vs HST
+76.4%
-125.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.9% |
| 7D | -15.8% | +3.3% | -19.1% | -17.6% |
| 30D | -39.0% | +16.4% | -55.4% | -44.7% |
| 3M | -49.3% | +5.5% | -54.8% | -51.6% |
| 6M | -47.9% | +31.1% | -79.1% | -57.5% |
| YTD | -51.0% | +55.9% | -106.9% | -62.4% |
| 1Y | -49.2% | +75.6% | -124.8% | -61.9% |
| All | -49.2% | +76.4% | -125.5% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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