+396.0%
HPE vs FTAI
+890.7%
-494.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.3% | +9.1% | +11.7% |
| 7D | +19.4% | -5.2% | +24.6% | +20.7% |
| 30D | +5.6% | -17.9% | +23.5% | +9.9% |
| 3M | +33.1% | -22.7% | +55.8% | +39.8% |
| 6M | +192.5% | -28.0% | +220.5% | +207.3% |
| YTD | +160.9% | -5.0% | +165.9% | +155.5% |
| 1Y | +155.0% | +10.4% | +144.6% | +139.8% |
| 3Y | +289.4% | +425.2% | -135.8% | +111.5% |
| All | +396.0% | +890.7% | -494.7% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling