+274.8%
ASTS vs HUM
+61.0%
+213.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.9% | +6.8% | +8.5% |
| 7D | +2.8% | +6.9% | -4.1% | +2.0% |
| 30D | -28.8% | +3.2% | -32.0% | -29.1% |
| 3M | -48.9% | +20.0% | -68.8% | -50.0% |
| 6M | -55.6% | +63.5% | -119.1% | -58.2% |
| YTD | -49.6% | +75.9% | -125.5% | -53.4% |
| 1Y | -46.1% | +85.7% | -131.8% | -50.5% |
| 3Y | +749.7% | -6.1% | +755.8% | +722.2% |
| 5Y | +193.2% | +5.1% | +188.1% | +177.4% |
| All | +274.8% | +61.0% | +213.9% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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