+125.8%
HAS vs BAM
+88.1%
+37.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | +3.3% | +5.0% | -1.7% | +1.5% |
| 30D | +30.5% | +16.6% | +14.0% | +23.6% |
| 3M | +29.9% | +2.2% | +27.7% | +28.5% |
| 6M | +26.5% | +9.7% | +16.9% | +21.6% |
| YTD | +51.9% | +5.2% | +46.7% | +47.6% |
| 1Y | +60.9% | +3.9% | +57.0% | +56.7% |
| 3Y | +215.0% | +91.5% | +123.4% | +147.9% |
| All | +125.8% | +88.1% | +37.7% | +77.5% |
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