-30.3%
HDB vs BAM
+78.0%
-108.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.4% | -2.0% | +2.4% | +0.9% |
| 30D | -2.8% | -2.9% | +0.1% | -2.3% |
| 3M | -3.5% | +9.4% | -12.9% | -5.8% |
| 6M | -24.7% | +10.8% | -35.5% | -26.7% |
| YTD | -36.6% | -0.4% | -36.1% | -37.1% |
| 1Y | -34.4% | -10.9% | -23.5% | -33.5% |
| 3Y | -24.4% | +61.3% | -85.6% | -35.0% |
| All | -30.3% | +78.0% | -108.3% | -41.4% |
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