+33.6%
HRB vs BAM
+88.1%
-54.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -4.0% | +5.0% | -9.0% | -5.0% |
| 30D | +15.8% | +16.6% | -0.8% | +12.4% |
| 3M | +12.0% | +2.2% | +9.8% | +11.2% |
| 6M | +40.7% | +9.7% | +31.1% | +37.8% |
| YTD | +21.0% | +5.2% | +15.7% | +19.3% |
| 1Y | +11.7% | +3.9% | +7.7% | +10.2% |
| 3Y | +25.0% | +91.5% | -66.6% | +5.3% |
| All | +33.6% | +88.1% | -54.5% | +11.2% |
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