+527.4%
HBM vs BAM
+57.7%
+469.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.2% | +7.9% |
| 7D | +7.4% | -1.6% | +8.9% | +8.2% |
| 30D | +5.1% | -6.0% | +11.1% | +8.7% |
| 3M | +11.1% | +7.3% | +3.8% | +5.5% |
| 6M | +30.2% | +8.2% | +22.0% | +23.4% |
| YTD | +46.2% | -3.8% | +50.1% | +46.9% |
| 1Y | +120.0% | -10.7% | +130.8% | +131.5% |
| 3Y | +527.4% | +55.3% | +472.1% | +317.2% |
| All | +527.4% | +57.7% | +469.7% | +317.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling