+537.8%
ASTS vs HUBS
+59.0%
+478.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | +7.3% | -5.0% | +12.4% | +8.9% |
| 30D | -8.9% | -1.0% | -7.8% | -10.3% |
| 3M | -41.9% | +12.4% | -54.3% | -46.3% |
| 6M | -40.6% | -11.1% | -29.5% | -43.7% |
| YTD | -14.2% | -38.3% | +24.1% | -8.4% |
| 1Y | +48.9% | -46.7% | +95.5% | +67.2% |
| 3Y | +1,461.7% | -55.1% | +1,516.8% | +1,796.4% |
| 5Y | +404.1% | -64.8% | +469.0% | +488.0% |
| All | +537.8% | +59.0% | +478.7% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling