+908.9%
FTAI vs USHY
+20.9%
+888.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.2% |
| 7D | -5.2% | -0.7% | -4.5% | -3.2% |
| 30D | -17.9% | -0.7% | -17.2% | -16.2% |
| 3M | -22.7% | +0.1% | -22.8% | -22.7% |
| 6M | -28.0% | +1.8% | -29.8% | -30.4% |
| YTD | -5.0% | +1.8% | -6.7% | -7.8% |
| 1Y | +10.4% | +3.3% | +7.1% | +3.2% |
| 3Y | +425.2% | +27.0% | +398.3% | +205.9% |
| All | +908.9% | +20.9% | +888.0% | +521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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