+2,432.1%
FTAI vs BHP
+305.5%
+2,126.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.9% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | -13.6% | +4.0% | -17.7% | -15.2% |
| 3M | -20.6% | +11.3% | -31.8% | -24.3% |
| 6M | -32.6% | +29.3% | -61.9% | -39.2% |
| YTD | -5.4% | +59.2% | -64.6% | -21.7% |
| 1Y | +12.9% | +80.8% | -68.0% | -11.3% |
| 3Y | +428.1% | +88.0% | +340.1% | +301.6% |
| 5Y | +863.0% | +126.6% | +736.4% | +560.8% |
| 10Y | +3,092.6% | +515.7% | +2,576.8% | +1,458.3% |
| All | +2,432.1% | +305.5% | +2,126.6% | +1,072.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling