+3,076.9%
FTAI vs HST
+110.3%
+2,966.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.9% | +3.1% |
| 7D | -5.2% | +0.9% | -6.1% | -5.7% |
| 30D | -17.9% | -2.5% | -15.5% | -16.9% |
| 3M | -22.7% | -5.1% | -17.6% | -20.8% |
| 6M | -28.0% | +21.6% | -49.6% | -35.5% |
| YTD | -5.0% | +31.6% | -36.6% | -18.6% |
| 1Y | +10.4% | +36.1% | -25.7% | -7.7% |
| 3Y | +425.2% | +66.5% | +358.8% | +288.2% |
| 5Y | +890.3% | +76.6% | +813.8% | +596.6% |
| All | +3,076.9% | +110.3% | +2,966.6% | +1,786.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling