+21.3%
HPQ vs BAM
+71.9%
-50.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.1% |
| 7D | -0.5% | -1.6% | +1.1% | +0.2% |
| 30D | +3.7% | -6.0% | +9.7% | +6.2% |
| 3M | +24.3% | +7.3% | +17.0% | +19.9% |
| 6M | +64.8% | +8.2% | +56.5% | +57.6% |
| YTD | +43.9% | -3.8% | +47.7% | +44.5% |
| 1Y | +11.7% | -10.7% | +22.4% | +15.8% |
| 3Y | +19.7% | +55.3% | -35.7% | +0.3% |
| All | +21.3% | +71.9% | -50.6% | -2.8% |
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