+244.8%
ASTS vs HSY
+39.7%
+205.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -8.9% | -8.7% |
| 7D | -9.3% | +3.8% | -13.1% | -9.4% |
| 30D | -33.9% | +6.9% | -40.8% | -34.2% |
| 3M | -51.0% | -4.1% | -46.9% | -50.9% |
| 6M | -55.1% | -5.0% | -50.1% | -55.0% |
| YTD | -53.6% | -2.3% | -51.3% | -53.8% |
| 1Y | -51.0% | +6.1% | -57.1% | -51.7% |
| 3Y | +681.7% | -0.7% | +682.3% | +673.0% |
| 5Y | +182.4% | +9.9% | +172.5% | +182.1% |
| All | +244.8% | +39.7% | +205.1% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling