+537.8%
ASTS vs HUM
+44.5%
+493.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +7.3% | +4.2% | +3.2% | +6.8% |
| 30D | -8.9% | +10.4% | -19.2% | -10.0% |
| 3M | -41.9% | +15.1% | -57.0% | -42.8% |
| 6M | -40.6% | +120.9% | -161.5% | -46.0% |
| YTD | -14.2% | +57.9% | -72.1% | -19.6% |
| 1Y | +48.9% | +30.6% | +18.3% | +42.3% |
| 3Y | +1,461.7% | -9.6% | +1,471.3% | +1,419.5% |
| 5Y | +404.1% | +1.6% | +402.5% | +379.8% |
| All | +537.8% | +44.5% | +493.3% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling