+2,432.1%
FTAI vs HRB
+119.6%
+2,312.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.5% |
| 7D | -0.2% | -10.6% | +10.4% | +2.2% |
| 30D | -13.6% | -0.8% | -12.8% | -14.0% |
| 3M | -20.6% | +19.1% | -39.6% | -24.6% |
| 6M | -32.6% | +48.7% | -81.3% | -40.4% |
| YTD | -5.4% | +7.1% | -12.5% | -9.1% |
| 1Y | +12.9% | -8.3% | +21.2% | +12.8% |
| 3Y | +428.1% | +25.8% | +402.3% | +372.8% |
| 5Y | +863.0% | +111.1% | +751.9% | +629.6% |
| 10Y | +3,092.6% | +206.6% | +2,886.0% | +2,047.9% |
| All | +2,432.1% | +119.6% | +2,312.5% | +1,560.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling