+537.8%
ASTS vs HUT
+1,217.5%
-679.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -1.2% |
| 7D | +7.3% | +17.8% | -10.4% | +3.2% |
| 30D | -8.9% | +0.8% | -9.7% | -9.5% |
| 3M | -41.9% | -26.8% | -15.1% | -38.6% |
| 6M | -40.6% | +72.6% | -113.2% | -49.0% |
| YTD | -14.2% | +103.6% | -117.8% | -29.0% |
| 1Y | +48.9% | +265.3% | -216.4% | +7.6% |
| 3Y | +1,461.7% | +689.4% | +772.2% | +788.6% |
| 5Y | +404.1% | +75.3% | +328.8% | +203.4% |
| All | +537.8% | +1,217.5% | -679.8% | +261.4% |
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