-49.3%
ASTS vs HUT
-52.7%
+3.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.2% | +19.1% | +3.2% |
| 7D | -15.8% | -29.5% | +13.8% | -6.9% |
| 30D | -39.0% | -45.2% | +6.1% | -27.0% |
| 3M | -49.3% | -51.6% | +2.3% | -38.6% |
| All | -49.3% | -52.7% | +3.4% | -38.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling