+2,361.6%
FTAI vs HIG
+319.3%
+2,042.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -9.7% | -2.3% | -7.4% | -8.5% |
| 30D | -20.0% | -1.2% | -18.8% | -19.6% |
| 3M | -20.1% | +6.3% | -26.3% | -23.8% |
| 6M | -33.3% | +0.6% | -33.9% | -34.5% |
| YTD | -8.0% | +0.6% | -8.6% | -10.2% |
| 1Y | +8.0% | +6.1% | +1.9% | +1.2% |
| 3Y | +413.4% | +102.0% | +311.4% | +221.3% |
| 5Y | +858.6% | +119.2% | +739.4% | +467.0% |
| 10Y | +3,003.7% | +312.5% | +2,691.2% | +1,047.2% |
| All | +2,361.6% | +319.3% | +2,042.2% | +771.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling