+230.9%
ASTS vs HSY
+43.0%
+187.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.7% | +7.0% |
| 7D | -21.1% | +7.5% | -28.6% | -21.3% |
| 30D | -46.7% | +11.1% | -57.8% | -47.0% |
| 3M | -52.0% | -1.9% | -50.1% | -51.9% |
| 6M | -54.3% | -3.0% | -51.3% | -54.1% |
| YTD | -55.5% | 0.0% | -55.5% | -55.6% |
| 1Y | -50.5% | +9.4% | -59.9% | -51.3% |
| 3Y | +706.2% | +3.8% | +702.5% | +696.0% |
| 5Y | +165.2% | +15.2% | +150.1% | +164.4% |
| All | +230.9% | +43.0% | +187.9% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling