+706.2%
ASTS vs HST
+77.0%
+629.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | -2.7% | -18.4% | -18.9% |
| 30D | -46.7% | +10.7% | -57.4% | -50.7% |
| 3M | -52.0% | +6.3% | -58.3% | -54.0% |
| 6M | -54.3% | +19.0% | -73.2% | -60.6% |
| YTD | -55.5% | +47.0% | -102.5% | -67.7% |
| 1Y | -50.5% | +53.4% | -103.9% | -65.5% |
| 3Y | +706.2% | +78.0% | +628.2% | +417.5% |
| All | +706.2% | +77.0% | +629.2% | +417.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling