+1,505.9%
ASTS vs HTZ
-86.4%
+1,592.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +7.3% | +7.5% | -0.1% | +5.8% |
| 30D | -8.9% | +47.4% | -56.3% | -17.1% |
| 3M | -41.9% | -54.9% | +13.0% | -34.3% |
| 6M | -40.6% | -47.0% | +6.4% | -36.3% |
| YTD | -14.2% | -55.3% | +41.0% | -4.8% |
| 1Y | +48.9% | -57.6% | +106.5% | +64.0% |
| All | +1,505.9% | -86.4% | +1,592.4% | +1,957.3% |
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