+537.8%
ASTS vs HST
+75.3%
+462.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | -1.0% | +8.4% | +7.9% |
| 30D | -8.9% | -12.3% | +3.4% | -4.2% |
| 3M | -41.9% | -6.4% | -35.6% | -40.7% |
| 6M | -40.6% | +15.0% | -55.6% | -43.9% |
| YTD | -14.2% | +30.5% | -44.7% | -22.4% |
| 1Y | +48.9% | +35.7% | +13.2% | +32.0% |
| 3Y | +1,461.7% | +68.4% | +1,393.3% | +1,198.6% |
| 5Y | +404.1% | +73.1% | +331.0% | +326.9% |
| All | +537.8% | +75.3% | +462.5% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling