+689.0%
FTAI vs HTZ
-92.5%
+781.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +0.6% |
| 7D | +6.7% | -27.4% | +34.1% | +10.3% |
| 30D | +15.7% | -11.4% | +27.1% | +16.7% |
| 3M | -14.9% | -33.1% | +18.2% | -11.9% |
| 6M | -31.4% | -73.5% | +42.1% | -23.5% |
| YTD | -2.1% | -68.1% | +66.0% | +6.6% |
| 1Y | +23.6% | -74.3% | +97.9% | +37.1% |
| 3Y | +383.8% | -80.9% | +464.6% | +413.9% |
| 5Y | +913.3% | -93.8% | +1,007.1% | +1,174.3% |
| All | +689.0% | -92.5% | +781.5% | +886.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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