+174.0%
ASTS vs HUBB
+123.0%
+51.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +5.2% |
| 7D | -21.1% | +1.7% | -22.7% | -21.8% |
| 30D | -46.7% | -9.7% | -37.0% | -42.8% |
| 3M | -52.0% | -15.2% | -36.8% | -46.0% |
| 6M | -54.3% | -14.0% | -40.3% | -49.6% |
| YTD | -55.5% | -2.4% | -53.0% | -55.5% |
| 1Y | -50.5% | -5.8% | -44.7% | -48.7% |
| 3Y | +706.2% | +60.4% | +645.8% | +458.3% |
| All | +174.0% | +123.0% | +51.0% | +27.7% |
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