+253.1%
ASTS vs HST
+104.7%
+148.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.4% |
| 7D | +14.2% | +3.6% | +10.6% | +12.6% |
| 30D | -26.7% | +9.9% | -36.6% | -29.1% |
| 3M | -53.6% | +12.9% | -66.5% | -55.6% |
| 6M | -52.7% | +22.9% | -75.6% | -56.4% |
| YTD | -52.5% | +52.4% | -104.9% | -59.4% |
| 1Y | -46.5% | +52.5% | -99.0% | -54.4% |
| 3Y | +700.5% | +87.4% | +613.0% | +535.1% |
| 5Y | +168.5% | +82.9% | +85.5% | +116.0% |
| All | +253.1% | +104.7% | +148.5% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling