+513.2%
ASTS vs HUBS
+43.6%
+469.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.2% |
| 7D | -3.6% | -12.4% | +8.8% | +0.2% |
| 30D | -16.4% | +1.4% | -17.7% | -17.8% |
| 3M | -31.4% | +16.0% | -47.3% | -37.6% |
| 6M | -31.6% | -17.0% | -14.6% | -33.7% |
| YTD | -17.5% | -44.3% | +26.8% | -9.2% |
| 1Y | +59.4% | -54.3% | +113.7% | +89.1% |
| 3Y | +1,460.2% | -58.4% | +1,518.5% | +1,834.6% |
| 5Y | +413.4% | -66.7% | +480.0% | +512.7% |
| All | +513.2% | +43.6% | +469.6% | +573.3% |
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