+908.9%
FTAI vs HRB
+114.1%
+794.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.3% |
| 7D | -5.2% | -8.0% | +2.8% | -4.5% |
| 30D | -17.9% | -16.0% | -1.9% | -16.7% |
| 3M | -22.7% | +26.9% | -49.6% | -25.1% |
| 6M | -28.0% | +51.1% | -79.1% | -32.8% |
| YTD | -5.0% | +7.1% | -12.0% | -4.4% |
| 1Y | +10.4% | -9.6% | +20.0% | +15.3% |
| 3Y | +425.2% | +25.4% | +399.8% | +393.0% |
| All | +908.9% | +114.1% | +794.9% | +786.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling