+209.1%
ASTS vs HUT
+547.2%
-338.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.1% | -9.1% | -13.8% |
| 7D | -29.9% | -30.8% | +1.0% | -24.0% |
| 30D | -52.2% | -50.2% | -2.0% | -44.1% |
| 3M | -55.8% | -50.5% | -5.4% | -48.8% |
| 6M | -52.7% | -42.9% | -9.8% | -47.9% |
| YTD | -58.4% | 0.0% | -58.4% | -59.8% |
| 1Y | -57.1% | -2.2% | -54.9% | -58.5% |
| 3Y | +629.5% | +289.4% | +340.1% | +387.2% |
| 5Y | +147.7% | -36.7% | +184.5% | +78.4% |
| All | +209.1% | +547.2% | -338.1% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling