+216.0%
HPE vs BAM
+88.1%
+127.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -9.7% | +5.0% | -14.7% | -11.9% |
| 30D | -34.8% | +16.6% | -51.3% | -40.0% |
| 3M | -12.1% | +2.2% | -14.3% | -13.8% |
| 6M | +53.7% | +9.7% | +44.1% | +44.2% |
| YTD | +101.9% | +5.2% | +96.7% | +93.0% |
| 1Y | +104.3% | +3.9% | +100.4% | +96.7% |
| 3Y | +223.1% | +91.5% | +131.5% | +141.2% |
| All | +216.0% | +88.1% | +127.9% | +134.8% |
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