+425.2%
FTAI vs HIG
+101.1%
+324.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.5% |
| 7D | -5.2% | -1.5% | -3.8% | -4.6% |
| 30D | -17.9% | -0.4% | -17.6% | -17.9% |
| 3M | -22.7% | +6.7% | -29.4% | -26.0% |
| 6M | -28.0% | +2.0% | -30.0% | -29.5% |
| YTD | -5.0% | +0.3% | -5.2% | -6.3% |
| 1Y | +10.4% | +4.2% | +6.2% | +5.4% |
| 3Y | +425.2% | +102.2% | +323.0% | +254.4% |
| All | +425.2% | +101.1% | +324.1% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling