-22.4%
HDB vs BAM
+90.5%
-112.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.3% | +2.1% |
| 7D | +13.7% | +5.3% | +8.4% | +12.3% |
| 30D | +15.8% | +18.1% | -2.2% | +11.2% |
| 3M | +9.2% | +4.2% | +5.0% | +7.8% |
| 6M | +3.2% | +11.1% | -7.9% | +0.1% |
| YTD | -29.4% | +6.6% | -36.0% | -31.2% |
| 1Y | -27.9% | +6.2% | -34.1% | -29.8% |
| 3Y | -5.9% | +95.0% | -100.9% | -22.2% |
| All | -22.4% | +90.5% | -112.9% | -35.9% |
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