+117.4%
HLT vs BAM
+66.2%
+51.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.6% | -6.6% | +5.0% | +0.7% |
| 30D | -5.0% | -12.4% | +7.4% | -0.8% |
| 3M | -10.4% | +2.4% | -12.8% | -11.6% |
| 6M | +3.2% | +7.9% | -4.7% | -0.3% |
| YTD | +6.7% | -7.0% | +13.8% | +8.1% |
| 1Y | +10.3% | -13.4% | +23.7% | +14.0% |
| 3Y | +99.3% | +46.9% | +52.5% | +69.4% |
| All | +117.4% | +66.2% | +51.2% | +75.3% |
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