+17.6%
HD vs BAM
+81.2%
-63.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.5% | -2.7% | +4.2% | +2.4% |
| 30D | +18.0% | +15.5% | +2.5% | +12.8% |
| 3M | +2.8% | -6.9% | +9.7% | +4.9% |
| 6M | +17.0% | +9.9% | +7.1% | +13.2% |
| YTD | +3.5% | +1.4% | +2.1% | +2.1% |
| 1Y | -2.6% | +3.3% | -5.9% | -4.6% |
| 3Y | +30.7% | +83.6% | -52.9% | +4.0% |
| All | +17.6% | +81.2% | -63.7% | -6.8% |
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