+249.2%
HPE vs BAM
+57.7%
+191.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.2% | +9.7% |
| 7D | +10.1% | -1.6% | +11.7% | +10.9% |
| 30D | +5.3% | -6.0% | +11.3% | +8.6% |
| 3M | +12.7% | +7.3% | +5.3% | +6.8% |
| 6M | +167.7% | +8.2% | +159.4% | +150.5% |
| YTD | +135.5% | -3.8% | +139.3% | +136.9% |
| 1Y | +143.4% | -10.7% | +154.1% | +156.8% |
| 3Y | +249.2% | +55.3% | +193.8% | +170.5% |
| All | +249.2% | +57.7% | +191.5% | +170.5% |
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 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