-22.7%
HDB vs BAM
+80.8%
-103.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +4.1% | -2.0% | +6.1% | +4.6% |
| 30D | +13.0% | +13.7% | -0.7% | +9.5% |
| 3M | +11.3% | -4.8% | +16.0% | +12.2% |
| 6M | +6.9% | +7.6% | -0.7% | +4.7% |
| YTD | -29.6% | +1.2% | -30.8% | -30.6% |
| 1Y | -29.5% | -2.3% | -27.3% | -30.0% |
| 3Y | -8.1% | +84.1% | -92.2% | -23.0% |
| All | -22.7% | +80.8% | -103.5% | -35.3% |
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