+264.6%
ASTS vs HST
+109.4%
+155.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -15.8% | +3.3% | -19.1% | -16.9% |
| 30D | -39.0% | +16.4% | -55.4% | -42.6% |
| 3M | -49.3% | +5.5% | -54.8% | -50.4% |
| 6M | -47.9% | +31.1% | -79.1% | -53.3% |
| YTD | -51.0% | +55.9% | -106.9% | -58.6% |
| 1Y | -49.2% | +75.6% | -124.8% | -59.2% |
| 3Y | +760.4% | +87.8% | +672.6% | +578.5% |
| 5Y | +185.6% | +86.6% | +99.0% | +127.1% |
| All | +264.6% | +109.4% | +155.2% | +187.4% |
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