+95.3%
HIG vs BAM
+81.2%
+14.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | -2.7% | +5.3% | +3.1% |
| 30D | +4.2% | +15.5% | -11.3% | +1.2% |
| 3M | +0.2% | -6.9% | +7.1% | +1.4% |
| 6M | +4.6% | +9.9% | -5.3% | +2.1% |
| YTD | +1.1% | +1.4% | -0.3% | 0.0% |
| 1Y | +4.7% | +3.3% | +1.4% | +3.0% |
| 3Y | +95.5% | +83.6% | +11.8% | +68.8% |
| All | +95.3% | +81.2% | +14.0% | +67.2% |
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 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