+235.1%
HPE vs ASTS
+230.9%
+4.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +0.8% |
| 7D | -18.7% | -21.1% | +2.4% | -17.1% |
| 30D | -37.9% | -46.7% | +8.8% | -34.9% |
| 3M | -14.4% | -52.0% | +37.6% | -9.7% |
| 6M | +48.2% | -54.3% | +102.5% | +55.4% |
| YTD | +88.6% | -55.5% | +144.1% | +95.9% |
| 1Y | +94.8% | -50.5% | +145.2% | +99.9% |
| 3Y | +202.7% | +706.2% | -503.5% | +157.6% |
| 5Y | +231.6% | +165.2% | +66.4% | +184.7% |
| All | +235.1% | +230.9% | +4.2% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling