+48.9%
ASTS vs HUBB
+8.5%
+40.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +0.5% | +6.8% | +6.9% |
| 30D | -8.9% | -10.0% | +1.1% | +0.8% |
| 3M | -41.9% | -4.8% | -37.2% | -41.3% |
| 6M | -40.6% | -5.6% | -35.0% | -42.4% |
| YTD | -14.2% | +4.7% | -18.9% | -31.4% |
| 1Y | +48.9% | +6.7% | +42.2% | +15.2% |
| All | +48.9% | +8.5% | +40.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling