+908.9%
FTAI vs HDB
-34.5%
+943.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.9% | -3.6% | +0.1% |
| 7D | -5.2% | +0.7% | -5.9% | -5.5% |
| 30D | -17.9% | +1.0% | -18.9% | -18.4% |
| 3M | -22.7% | -2.0% | -20.8% | -22.5% |
| 6M | -28.0% | -18.1% | -9.9% | -21.7% |
| YTD | -5.0% | -36.1% | +31.2% | +14.4% |
| 1Y | +10.4% | -34.0% | +44.4% | +30.5% |
| 3Y | +425.2% | -26.7% | +451.9% | +476.4% |
| All | +908.9% | -34.5% | +943.5% | +1,015.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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