-24.4%
HDB vs BAM
+86.2%
-110.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.6% |
| 7D | +13.3% | +9.7% | +3.6% | +10.8% |
| 30D | +13.6% | +19.0% | -5.4% | +8.9% |
| 3M | +5.8% | +0.6% | +5.2% | +5.3% |
| 6M | -1.9% | +11.1% | -13.0% | -4.7% |
| YTD | -31.2% | +4.2% | -35.4% | -32.6% |
| 1Y | -29.6% | +3.3% | -32.9% | -30.9% |
| 3Y | -10.1% | +88.8% | -98.9% | -25.1% |
| All | -24.4% | +86.2% | -110.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling