+133.2%
ASTS vs HTZ
-91.9%
+225.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -20.8% | +5.6% | -9.8% |
| 7D | -29.9% | -7.7% | -22.1% | -28.5% |
| 30D | -52.2% | -13.1% | -39.0% | -50.6% |
| 3M | -55.8% | +14.7% | -70.6% | -58.4% |
| 6M | -52.7% | -70.6% | +17.9% | -38.9% |
| YTD | -58.4% | -65.2% | +6.8% | -50.2% |
| 1Y | -57.1% | -73.2% | +16.1% | -44.6% |
| 3Y | +629.5% | -80.8% | +710.3% | +800.6% |
| 5Y | +147.7% | -94.8% | +242.5% | +325.5% |
| All | +133.2% | -91.9% | +225.1% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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