+460.7%
FTAI vs HST
+68.6%
+392.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.9% | +2.0% | +1.9% | +2.5% |
| 30D | -8.8% | -5.2% | -3.6% | -5.8% |
| 3M | -14.5% | -6.2% | -8.2% | -11.4% |
| 6M | -24.0% | +20.4% | -44.5% | -33.1% |
| YTD | +0.5% | +30.6% | -30.1% | -16.0% |
| 1Y | +19.1% | +37.4% | -18.2% | -4.3% |
| 3Y | +460.7% | +66.1% | +394.6% | +280.0% |
| All | +460.7% | +68.6% | +392.1% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling