+117.5%
HLT vs BAM
+66.1%
+51.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.6% | -6.1% | +3.5% | -0.5% |
| 30D | -2.6% | -13.8% | +11.2% | +2.2% |
| 3M | -9.4% | +4.4% | -13.8% | -11.2% |
| 6M | +2.7% | +6.4% | -3.7% | -0.3% |
| YTD | +6.8% | -7.1% | +13.8% | +8.1% |
| 1Y | +12.4% | -11.8% | +24.2% | +15.4% |
| 3Y | +100.2% | +50.2% | +50.0% | +68.9% |
| All | +117.5% | +66.1% | +51.3% | +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 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