+16.5%
FTAI vs FHN
+14.6%
+1.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -12.0% |
| 7D | +7.4% | +2.3% | +5.2% | +5.4% |
| 30D | +9.0% | +1.6% | +7.4% | +7.4% |
| 3M | -18.9% | -8.4% | -10.5% | -12.4% |
| 6M | -24.9% | -2.3% | -22.6% | -23.9% |
| YTD | -8.3% | +1.5% | -9.7% | -10.6% |
| 1Y | +16.5% | +15.0% | +1.5% | +3.4% |
| All | +16.5% | +14.6% | +1.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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