+1,738.7%
FTAI vs USHY
+49.7%
+1,689.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.5% |
| 7D | -9.7% | -0.7% | -8.9% | -7.9% |
| 30D | -20.0% | -0.5% | -19.5% | -18.8% |
| 3M | -20.1% | +0.5% | -20.6% | -20.9% |
| 6M | -33.3% | +1.5% | -34.8% | -34.8% |
| YTD | -8.0% | +1.7% | -9.7% | -10.4% |
| 1Y | +8.0% | +3.5% | +4.4% | +0.8% |
| 3Y | +413.4% | +27.2% | +386.3% | +201.3% |
| 5Y | +858.6% | +21.0% | +837.6% | +550.5% |
| All | +1,738.7% | +49.7% | +1,689.0% | +775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling