+169.0%
HL vs BAM
+86.2%
+82.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | +8.9% | +9.7% | -0.8% | +4.2% |
| 30D | -10.1% | +19.0% | -29.1% | -17.4% |
| 3M | -7.0% | +0.6% | -7.6% | -7.5% |
| 6M | -18.8% | +11.1% | -29.8% | -23.0% |
| YTD | -23.1% | +4.2% | -27.3% | -25.4% |
| 1Y | +8.9% | +3.3% | +5.6% | +6.0% |
| 3Y | +255.0% | +88.8% | +166.3% | +125.3% |
| All | +169.0% | +86.2% | +82.8% | +70.5% |
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