+94.0%
HIG vs BAM
+67.8%
+26.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +1.1% |
| 7D | -0.5% | -3.9% | +3.5% | +0.3% |
| 30D | -2.8% | -8.8% | +6.0% | -1.2% |
| 3M | +6.3% | +2.2% | +4.2% | +5.5% |
| 6M | -0.1% | +5.9% | -6.0% | -1.9% |
| YTD | +0.4% | -6.1% | +6.5% | +0.9% |
| 1Y | +6.2% | -11.6% | +17.9% | +7.9% |
| 3Y | +101.6% | +51.7% | +49.9% | +81.4% |
| All | +94.0% | +67.8% | +26.1% | +68.8% |
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