+1,773.8%
HWM vs FTAI
+3,259.9%
-1,486.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -11.0% | -12.1% | +1.1% | -7.7% |
| 3M | +4.0% | -21.3% | +25.4% | +10.7% |
| 6M | -0.2% | -30.2% | +30.0% | +8.6% |
| YTD | +26.7% | +0.3% | +26.4% | +22.5% |
| 1Y | +44.7% | +27.2% | +17.6% | +27.8% |
| 3Y | +426.1% | +443.9% | -17.8% | +129.9% |
| 5Y | +738.5% | +853.5% | -115.0% | +176.1% |
| All | +1,773.8% | +3,259.9% | -1,486.1% | +348.6% |
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 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