+2,588.5%
FTAI vs FHN
+144.6%
+2,443.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +3.9% | +2.7% | +1.2% | +2.7% |
| 30D | -8.8% | -3.1% | -5.7% | -7.6% |
| 3M | -14.5% | +2.3% | -16.8% | -15.4% |
| 6M | -24.0% | +9.7% | -33.8% | -26.8% |
| YTD | +0.5% | +4.7% | -4.3% | -1.1% |
| 1Y | +19.1% | +13.8% | +5.4% | +12.4% |
| 3Y | +460.7% | +131.6% | +329.2% | +286.9% |
| 5Y | +947.3% | +91.1% | +856.2% | +586.4% |
| 10Y | +3,244.4% | +126.6% | +3,117.7% | +1,542.8% |
| All | +2,588.5% | +144.6% | +2,443.8% | +1,190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling