+244.8%
ASTS vs HUT
+699.6%
-454.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.2% | -8.6% |
| 7D | -9.3% | -10.9% | +1.6% | -7.2% |
| 30D | -33.9% | -32.6% | -1.3% | -27.8% |
| 3M | -51.0% | -33.7% | -17.3% | -46.9% |
| 6M | -55.1% | -42.3% | -12.8% | -50.4% |
| YTD | -53.6% | +23.6% | -77.2% | -57.3% |
| 1Y | -51.0% | +20.4% | -71.3% | -54.8% |
| 3Y | +681.7% | +423.2% | +258.4% | +390.9% |
| 5Y | +182.4% | -19.4% | +201.8% | +93.4% |
| All | +244.8% | +699.6% | -454.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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