+224.7%
HPE vs BAM
+85.6%
+139.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.9% |
| 7D | +7.9% | -2.7% | +10.5% | +9.4% |
| 30D | -23.5% | +15.5% | -39.0% | -30.1% |
| 3M | -19.1% | -6.9% | -12.2% | -16.3% |
| 6M | +51.4% | +9.9% | +41.5% | +40.2% |
| YTD | +103.4% | +1.4% | +102.1% | +97.3% |
| 1Y | +114.4% | +3.3% | +111.1% | +105.5% |
| 3Y | +224.7% | +83.6% | +141.0% | +114.6% |
| All | +224.7% | +85.6% | +139.1% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling