+48.9%
ASTS vs HST
+38.1%
+10.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | -1.0% | +8.4% | +8.0% |
| 30D | -8.9% | -12.3% | +3.4% | -2.3% |
| 3M | -41.9% | -6.4% | -35.6% | -40.7% |
| 6M | -40.6% | +15.0% | -55.6% | -47.5% |
| YTD | -14.2% | +30.5% | -44.7% | -26.2% |
| 1Y | +48.9% | +35.7% | +13.2% | +33.2% |
| All | +48.9% | +38.1% | +10.7% | +33.2% |
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