-21.8%
HDB vs BAM
+84.8%
-106.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +6.9% | -2.9% | +9.8% | +7.7% |
| 30D | +15.2% | +14.7% | +0.6% | +11.4% |
| 3M | +11.7% | -4.1% | +15.9% | +12.5% |
| 6M | +7.5% | +9.6% | -2.1% | +4.7% |
| YTD | -28.8% | +3.4% | -32.2% | -30.1% |
| 1Y | -29.1% | +1.0% | -30.1% | -30.1% |
| 3Y | -7.0% | +88.2% | -95.2% | -22.5% |
| All | -21.8% | +84.8% | -106.6% | -34.9% |
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