+139.1%
HL vs BAM
+81.2%
+57.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -11.1% | -2.7% | -8.4% | -9.8% |
| 30D | -12.1% | +15.5% | -27.6% | -18.0% |
| 3M | -26.1% | -6.9% | -19.2% | -23.5% |
| 6M | -37.7% | +9.9% | -47.6% | -40.5% |
| YTD | -31.7% | +1.4% | -33.1% | -32.7% |
| 1Y | -11.6% | +3.3% | -14.9% | -13.8% |
| 3Y | +249.6% | +83.6% | +166.0% | +125.3% |
| All | +139.1% | +81.2% | +57.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling