+858.6%
FTAI vs FHN
+87.6%
+770.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -9.7% | -0.8% | -8.9% | -9.4% |
| 30D | -20.0% | -2.6% | -17.4% | -19.3% |
| 3M | -20.1% | +0.8% | -20.9% | -20.3% |
| 6M | -33.3% | +9.2% | -42.5% | -34.8% |
| YTD | -8.0% | +5.1% | -13.1% | -9.1% |
| 1Y | +8.0% | +12.2% | -4.3% | +4.4% |
| 3Y | +413.4% | +132.4% | +281.0% | +331.4% |
| 5Y | +858.6% | +91.1% | +767.5% | +693.8% |
| All | +858.6% | +87.6% | +770.9% | +693.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling