+788.3%
ASTS vs HTZ
-76.0%
+864.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.2% | -13.3% | -6.0% |
| 7D | -15.8% | +18.9% | -34.7% | -19.0% |
| 30D | -39.0% | +26.3% | -65.3% | -42.3% |
| 3M | -49.3% | +49.7% | -99.0% | -54.4% |
| 6M | -47.9% | -61.1% | +13.2% | -39.4% |
| YTD | -51.0% | -56.0% | +5.1% | -45.7% |
| 1Y | -49.2% | -66.4% | +17.3% | -40.2% |
| All | +788.3% | -76.0% | +864.2% | +1,198.9% |
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