+12.4%
HON vs BAM
+80.8%
-68.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.3% |
| 7D | +3.6% | -2.0% | +5.6% | +4.1% |
| 30D | +7.8% | +13.7% | -5.9% | +4.4% |
| 3M | -4.8% | -4.8% | 0.0% | -3.7% |
| 6M | -1.7% | +7.6% | -9.3% | -4.0% |
| YTD | +10.7% | +1.2% | +9.5% | +9.3% |
| 1Y | +7.8% | -2.3% | +10.0% | +7.2% |
| 3Y | +28.1% | +84.1% | -56.0% | +6.5% |
| All | +12.4% | +80.8% | -68.4% | -6.5% |
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 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