+8.2%
HD vs BAM
+78.0%
-69.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | -8.4% | -2.9% | -5.5% | -7.7% |
| 3M | +4.3% | +9.4% | -5.0% | +1.4% |
| 6M | -11.1% | +10.8% | -21.9% | -14.2% |
| YTD | -4.7% | -0.4% | -4.2% | -5.4% |
| 1Y | -19.8% | -10.9% | -8.9% | -17.9% |
| 3Y | +4.1% | +61.3% | -57.1% | -14.5% |
| All | +8.2% | +78.0% | -69.7% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling