+25.6%
HYG vs FTAI
+424.1%
-398.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.1% |
| 7D | -0.7% | -5.2% | +4.5% | -0.6% |
| 30D | -0.7% | -17.9% | +17.2% | -0.2% |
| 3M | -0.2% | -22.7% | +22.5% | +0.4% |
| 6M | +1.4% | -28.0% | +29.4% | +2.0% |
| YTD | +1.5% | -5.0% | +6.4% | +1.2% |
| 1Y | +2.9% | +10.4% | -7.5% | +2.2% |
| 3Y | +25.6% | +425.2% | -399.6% | +12.4% |
| All | +25.6% | +424.1% | -398.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling