+3,076.9%
FTAI vs FHN
+128.3%
+2,948.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | -5.2% | -1.2% | -4.0% | -4.7% |
| 30D | -17.9% | -4.8% | -13.1% | -16.1% |
| 3M | -22.7% | -0.7% | -22.0% | -22.6% |
| 6M | -28.0% | +10.6% | -38.6% | -30.9% |
| YTD | -5.0% | +4.6% | -9.6% | -6.5% |
| 1Y | +10.4% | +11.4% | -1.0% | +5.0% |
| 3Y | +425.2% | +132.3% | +293.0% | +258.1% |
| 5Y | +890.3% | +90.2% | +800.2% | +539.6% |
| All | +3,076.9% | +128.3% | +2,948.6% | +1,419.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling