+653.1%
ASTS vs HST
+77.1%
+576.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.7% | -9.5% | -10.6% |
| 7D | -29.9% | -4.2% | -25.7% | -27.0% |
| 30D | -52.2% | +9.6% | -61.7% | -55.3% |
| 3M | -55.8% | -1.1% | -54.7% | -55.4% |
| 6M | -52.7% | +21.1% | -73.8% | -59.8% |
| YTD | -58.4% | +47.1% | -105.5% | -69.8% |
| 1Y | -57.1% | +64.0% | -121.1% | -71.9% |
| All | +653.1% | +77.1% | +576.0% | +383.2% |
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 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