+82.0%
HCA vs BAM
+66.1%
+15.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.9% | -6.1% | +9.0% | +3.9% |
| 30D | +2.4% | -13.8% | +16.2% | +4.8% |
| 3M | +13.0% | +4.4% | +8.7% | +12.1% |
| 6M | -21.4% | +6.4% | -27.8% | -22.3% |
| YTD | -9.5% | -7.1% | -2.4% | -8.8% |
| 1Y | +7.5% | -11.8% | +19.3% | +8.9% |
| 3Y | +57.6% | +50.2% | +7.4% | +39.2% |
| All | +82.0% | +66.1% | +15.9% | +57.3% |
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