+149.7%
ASTS vs HTZ
-92.5%
+242.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.4% | +15.4% | +9.2% |
| 7D | -21.1% | -14.6% | -6.5% | -18.1% |
| 30D | -46.7% | -20.8% | -25.9% | -43.8% |
| 3M | -52.0% | -18.8% | -33.2% | -50.1% |
| 6M | -54.3% | -74.7% | +20.4% | -38.7% |
| YTD | -55.5% | -68.1% | +12.6% | -45.7% |
| 1Y | -50.5% | -73.5% | +23.0% | -36.2% |
| 3Y | +706.2% | -81.8% | +788.1% | +902.0% |
| 5Y | +165.2% | -95.2% | +260.4% | +364.8% |
| All | +149.7% | -92.5% | +242.2% | +301.2% |
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