-50.5%
ASTS vs HST
+57.3%
-107.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | -2.7% | -18.4% | -18.6% |
| 30D | -46.7% | +10.7% | -57.4% | -50.3% |
| 3M | -52.0% | +6.3% | -58.3% | -53.9% |
| 6M | -54.3% | +19.0% | -73.2% | -61.6% |
| YTD | -55.5% | +47.0% | -102.5% | -68.4% |
| 1Y | -50.5% | +53.4% | -103.9% | -65.6% |
| All | -50.5% | +57.3% | -107.7% | -65.6% |
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