+233.7%
ASTS vs HUT
+710.8%
-477.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.1% | +1.6% | -3.8% |
| 7D | +0.8% | +9.3% | -8.5% | -1.1% |
| 30D | -22.6% | -23.1% | +0.5% | -18.2% |
| 3M | -54.4% | -30.6% | -23.8% | -51.1% |
| 6M | -56.4% | -46.9% | -9.6% | -50.8% |
| YTD | -55.1% | +25.3% | -80.4% | -58.8% |
| 1Y | -46.9% | +59.8% | -106.8% | -53.8% |
| 3Y | +715.0% | +467.2% | +247.8% | +405.1% |
| 5Y | +153.7% | -24.6% | +178.3% | +74.1% |
| All | +233.7% | +710.8% | -477.2% | +109.7% |
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