+563.1%
HPE vs FTAI
+3,098.4%
-2,535.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.3% | +9.1% | +11.6% |
| 7D | +19.4% | -5.2% | +24.6% | +21.0% |
| 30D | +5.6% | -17.9% | +23.5% | +10.7% |
| 3M | +33.1% | -22.7% | +55.8% | +41.0% |
| 6M | +192.5% | -28.0% | +220.5% | +209.9% |
| YTD | +160.9% | -5.0% | +165.9% | +154.6% |
| 1Y | +155.0% | +10.4% | +144.6% | +137.3% |
| 3Y | +289.4% | +425.2% | -135.8% | +104.1% |
| 5Y | +395.7% | +890.3% | -494.7% | +104.6% |
| All | +563.1% | +3,098.4% | -2,535.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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