-31.7%
HL vs BAM
+7.7%
-39.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | +0.2% |
| 7D | -5.6% | -2.9% | -2.7% | -3.3% |
| 30D | -16.2% | +14.7% | -30.8% | -23.7% |
| 3M | -20.5% | -4.1% | -16.3% | -18.5% |
| 6M | -31.7% | +9.6% | -41.2% | -37.9% |
| All | -31.7% | +7.7% | -39.4% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling