+710.1%
FTAI vs HTZ
-90.1%
+800.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.7% |
| 7D | +3.9% | -2.5% | +6.4% | +4.1% |
| 30D | -8.8% | -3.7% | -5.1% | -8.8% |
| 3M | -14.5% | -57.0% | +42.5% | -9.1% |
| 6M | -24.0% | -47.0% | +22.9% | -20.8% |
| YTD | +0.5% | -57.5% | +58.0% | +6.7% |
| 1Y | +19.1% | -63.5% | +82.6% | +26.7% |
| 3Y | +460.7% | -86.3% | +547.1% | +559.6% |
| 5Y | +947.3% | -86.8% | +1,034.1% | +1,135.6% |
| All | +710.1% | -90.1% | +800.2% | +887.4% |
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