+152.3%
HUM vs FTAI
+2,361.6%
-2,209.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.5% |
| 7D | -1.4% | -9.7% | +8.3% | -0.1% |
| 30D | +7.5% | -20.0% | +27.5% | +10.4% |
| 3M | +10.2% | -20.1% | +30.3% | +12.7% |
| 6M | +132.5% | -33.3% | +165.8% | +140.8% |
| YTD | +57.6% | -8.0% | +65.6% | +55.9% |
| 1Y | +48.6% | +8.0% | +40.6% | +42.8% |
| 3Y | -11.2% | +413.4% | -424.6% | -36.4% |
| 5Y | +4.8% | +858.6% | -853.8% | -34.5% |
| 10Y | +147.1% | +3,003.7% | -2,856.6% | +22.7% |
| All | +152.3% | +2,361.6% | -2,209.3% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling