+27.2%
FTAI vs BHP
+69.4%
-42.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.3% |
| 7D | +0.7% | -2.9% | +3.6% | +3.0% |
| 30D | -12.1% | +3.4% | -15.4% | -14.7% |
| 3M | -21.3% | +4.1% | -25.4% | -24.5% |
| 6M | -30.2% | +20.6% | -50.8% | -41.4% |
| YTD | +0.3% | +56.1% | -55.8% | -26.4% |
| 1Y | +27.2% | +69.6% | -42.4% | -10.4% |
| All | +27.2% | +69.4% | -42.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling