+416.5%
HL vs BAM
+66.6%
+350.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +1.5% | -2.0% | +3.4% | +2.5% |
| 30D | +25.1% | -2.9% | +28.0% | +26.6% |
| 3M | +22.9% | +9.4% | +13.5% | +17.3% |
| 6M | -4.9% | +10.8% | -15.7% | -9.9% |
| YTD | +7.8% | -0.4% | +8.3% | +6.9% |
| 1Y | +133.9% | -10.9% | +144.7% | +143.2% |
| All | +416.5% | +66.6% | +350.0% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling