+298.8%
HPE vs ASTS
+400.6%
-101.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -0.6% | +7.3% | -7.9% | -1.2% |
| 30D | -2.3% | -8.9% | +6.6% | -1.7% |
| 3M | -2.9% | -41.9% | +39.1% | +0.4% |
| 6M | +143.6% | -40.6% | +184.2% | +148.9% |
| YTD | +118.5% | -14.2% | +132.7% | +115.7% |
| 1Y | +129.2% | +48.9% | +80.3% | +116.0% |
| 3Y | +212.5% | +1,461.7% | -1,249.1% | +147.9% |
| All | +298.8% | +400.6% | -101.9% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling