+213.4%
HPE vs BAM
+90.5%
+122.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.1% |
| 7D | -7.1% | +5.3% | -12.4% | -9.5% |
| 30D | -35.3% | +18.1% | -53.4% | -40.8% |
| 3M | -10.4% | +4.2% | -14.7% | -13.0% |
| 6M | +52.5% | +11.1% | +41.4% | +42.2% |
| YTD | +100.3% | +6.6% | +93.7% | +90.3% |
| 1Y | +106.4% | +6.2% | +100.2% | +96.5% |
| 3Y | +227.4% | +95.0% | +132.4% | +142.5% |
| All | +213.4% | +90.5% | +122.9% | +131.5% |
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