+908.9%
FTAI vs BHP
+110.7%
+798.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -5.2% | -3.6% | -1.6% | -3.5% |
| 30D | -17.9% | -1.2% | -16.7% | -17.5% |
| 3M | -22.7% | +1.2% | -23.9% | -23.5% |
| 6M | -28.0% | +21.4% | -49.4% | -34.0% |
| YTD | -5.0% | +50.4% | -55.4% | -20.5% |
| 1Y | +10.4% | +67.5% | -57.1% | -11.7% |
| 3Y | +425.2% | +72.8% | +352.4% | +302.0% |
| All | +908.9% | +110.7% | +798.2% | +599.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling