+233.7%
ASTS vs HUBS
+39.5%
+194.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | +0.8% | +8.3% | -7.5% | -1.5% |
| 30D | -22.6% | -4.0% | -18.7% | -21.9% |
| 3M | -54.4% | -9.7% | -44.7% | -53.8% |
| 6M | -56.4% | +21.4% | -77.8% | -62.6% |
| YTD | -55.1% | -45.9% | -9.3% | -50.7% |
| 1Y | -46.9% | -44.4% | -2.6% | -42.3% |
| 3Y | +715.0% | -49.7% | +764.7% | +834.7% |
| 5Y | +153.7% | -74.2% | +227.9% | +213.3% |
| All | +233.7% | +39.5% | +194.1% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling