+863.0%
FTAI vs HST
+75.9%
+787.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.7% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -13.6% | -2.8% | -10.9% | -12.3% |
| 3M | -20.6% | -6.5% | -14.1% | -17.6% |
| 6M | -32.6% | +20.7% | -53.3% | -40.1% |
| YTD | -5.4% | +30.5% | -35.8% | -19.9% |
| 1Y | +12.9% | +36.8% | -23.9% | -7.8% |
| 3Y | +428.1% | +65.9% | +362.2% | +273.7% |
| 5Y | +863.0% | +73.9% | +789.1% | +590.8% |
| All | +863.0% | +75.9% | +787.1% | +590.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling