+287.3%
HPE vs BAM
+67.8%
+219.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.3% |
| 7D | +13.6% | -3.9% | +17.6% | +15.7% |
| 30D | +7.7% | -8.8% | +16.5% | +12.5% |
| 3M | +22.4% | +2.2% | +20.2% | +19.8% |
| 6M | +172.6% | +5.9% | +166.7% | +159.8% |
| YTD | +147.5% | -6.1% | +153.6% | +152.0% |
| 1Y | +151.8% | -11.6% | +163.4% | +165.3% |
| 3Y | +267.1% | +51.7% | +215.4% | +203.2% |
| All | +287.3% | +67.8% | +219.5% | +206.5% |
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