+185.0%
ASTS vs HUBS
-75.4%
+260.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.0% | +5.7% | +7.7% |
| 7D | +2.8% | -6.4% | +9.2% | +5.6% |
| 30D | -28.8% | -9.2% | -19.7% | -26.6% |
| 3M | -48.9% | -8.0% | -40.9% | -48.8% |
| 6M | -55.6% | +6.0% | -61.7% | -61.1% |
| YTD | -49.6% | -49.4% | -0.1% | -41.5% |
| 1Y | -46.1% | -48.6% | +2.6% | -37.9% |
| 3Y | +749.7% | -52.7% | +802.4% | +917.9% |
| All | +185.0% | -75.4% | +260.4% | +349.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling