+116.4%
HPE vs BAM
+4.2%
+112.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.2% | -11.9% | -7.3% |
| 7D | -17.0% | +14.2% | -31.2% | -20.5% |
| 30D | -26.7% | +21.0% | -47.7% | -31.6% |
| 3M | -4.1% | +5.2% | -9.3% | -5.4% |
| 6M | +75.4% | +16.0% | +59.5% | +63.9% |
| YTD | +111.0% | +6.5% | +104.6% | +106.3% |
| 1Y | +116.4% | +4.4% | +112.1% | +115.4% |
| All | +116.4% | +4.2% | +112.2% | +115.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling