+10.4%
FTAI vs HRB
-6.2%
+16.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.4% |
| 7D | -5.2% | -8.0% | +2.8% | -6.8% |
| 30D | -17.9% | -16.0% | -1.9% | -20.7% |
| 3M | -22.7% | +26.9% | -49.6% | -17.4% |
| 6M | -28.0% | +51.1% | -79.1% | -20.3% |
| YTD | -5.0% | +7.1% | -12.0% | +3.8% |
| 1Y | +10.4% | -9.6% | +20.0% | +15.5% |
| All | +10.4% | -6.2% | +16.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling