+116.1%
HCA vs BAM
+81.2%
+34.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.8% | -2.7% | +3.5% | +1.3% |
| 30D | +6.1% | +15.5% | -9.4% | +3.7% |
| 3M | +21.4% | -6.9% | +28.3% | +22.7% |
| 6M | +17.2% | +9.9% | +7.3% | +15.1% |
| YTD | +7.5% | +1.4% | +6.1% | +6.7% |
| 1Y | +6.2% | +3.3% | +2.9% | +4.9% |
| 3Y | +122.0% | +83.6% | +38.4% | +89.4% |
| All | +116.1% | +81.2% | +34.9% | +84.0% |
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