+230.9%
ASTS vs HUT
+641.5%
-410.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.6% | -7.5% | +3.6% |
| 7D | -21.1% | -11.4% | -9.7% | -19.3% |
| 30D | -46.7% | -41.0% | -5.7% | -40.2% |
| 3M | -52.0% | -41.9% | -10.1% | -46.4% |
| 6M | -54.3% | -51.7% | -2.6% | -47.4% |
| YTD | -55.5% | +14.6% | -70.1% | -58.4% |
| 1Y | -50.5% | +21.4% | -71.9% | -54.4% |
| 3Y | +706.2% | +359.8% | +346.4% | +418.6% |
| 5Y | +165.2% | -27.5% | +192.7% | +84.8% |
| All | +230.9% | +641.5% | -410.6% | +112.0% |
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