+255.8%
HPE vs ASTS
+277.6%
-21.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +14.1% | -7.9% | +5.0% |
| 7D | -7.1% | +1.5% | -8.7% | -7.2% |
| 30D | -35.3% | -27.6% | -7.7% | -33.7% |
| 3M | -10.4% | -48.7% | +38.3% | -6.1% |
| 6M | +52.5% | -50.8% | +103.3% | +58.8% |
| YTD | +100.3% | -49.2% | +149.5% | +105.7% |
| 1Y | +106.4% | -46.7% | +153.1% | +110.3% |
| 3Y | +227.4% | +793.2% | -565.8% | +176.1% |
| 5Y | +250.6% | +195.6% | +55.0% | +198.0% |
| All | +255.8% | +277.6% | -21.8% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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