+653.1%
ASTS vs HTZ
-81.0%
+734.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -20.8% | +5.6% | -10.7% |
| 7D | -29.9% | -7.7% | -22.1% | -28.6% |
| 30D | -52.2% | -13.1% | -39.0% | -50.8% |
| 3M | -55.8% | +14.7% | -70.6% | -57.8% |
| 6M | -52.7% | -70.6% | +17.9% | -41.4% |
| YTD | -58.4% | -65.2% | +6.8% | -51.5% |
| 1Y | -57.1% | -73.2% | +16.1% | -47.0% |
| All | +653.1% | -81.0% | +734.1% | +1,060.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling