+233.7%
ASTS vs HSY
+40.0%
+193.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.5% |
| 7D | +0.8% | -2.1% | +3.0% | +0.9% |
| 30D | -22.6% | +6.1% | -28.7% | -22.9% |
| 3M | -54.4% | -5.6% | -48.8% | -54.2% |
| 6M | -56.4% | -9.5% | -46.9% | -56.1% |
| YTD | -55.1% | -2.1% | -53.0% | -55.3% |
| 1Y | -46.9% | +0.8% | -47.7% | -47.3% |
| 3Y | +715.0% | -2.1% | +717.1% | +706.9% |
| 5Y | +153.7% | +11.2% | +142.5% | +153.3% |
| All | +233.7% | +40.0% | +193.7% | +227.1% |
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