+160.4%
ASTS vs HUBB
+126.3%
+34.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | +0.8% | +1.8% | -0.9% | 0.0% |
| 30D | -22.6% | -7.7% | -15.0% | -17.9% |
| 3M | -54.4% | -13.6% | -40.9% | -49.3% |
| 6M | -56.4% | -9.1% | -47.3% | -53.7% |
| YTD | -55.1% | -0.7% | -54.4% | -55.5% |
| 1Y | -46.9% | +1.1% | -48.0% | -47.3% |
| 3Y | +715.0% | +56.2% | +658.8% | +477.9% |
| All | +160.4% | +126.3% | +34.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling