+120.4%
HAS vs BAM
+86.2%
+34.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -0.2% | +9.7% | -9.9% | -3.4% |
| 30D | +31.0% | +19.0% | +12.0% | +23.2% |
| 3M | +30.7% | +0.6% | +30.1% | +30.0% |
| 6M | +23.9% | +11.1% | +12.8% | +18.5% |
| YTD | +48.3% | +4.2% | +44.1% | +44.6% |
| 1Y | +60.2% | +3.3% | +56.9% | +56.3% |
| 3Y | +189.2% | +88.8% | +100.5% | +128.7% |
| All | +120.4% | +86.2% | +34.2% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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