+195.1%
HPE vs BAM
+86.2%
+108.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +0.9% |
| 7D | -18.7% | +9.7% | -28.5% | -22.7% |
| 30D | -37.9% | +19.0% | -56.9% | -43.5% |
| 3M | -14.4% | +0.6% | -14.9% | -15.4% |
| 6M | +48.2% | +11.1% | +37.1% | +37.9% |
| YTD | +88.6% | +4.2% | +84.4% | +81.1% |
| 1Y | +94.8% | +3.3% | +91.4% | +87.9% |
| 3Y | +202.7% | +88.8% | +113.9% | +127.4% |
| All | +195.1% | +86.2% | +108.9% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling