+72.6%
HST vs BAM
+81.2%
-8.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | -2.7% | +6.3% | +4.6% |
| 30D | +11.2% | +15.5% | -4.3% | +5.1% |
| 3M | +13.1% | -6.9% | +20.0% | +15.9% |
| 6M | +23.9% | +9.9% | +14.0% | +18.1% |
| YTD | +52.3% | +1.4% | +50.9% | +49.2% |
| 1Y | +56.7% | +3.3% | +53.4% | +52.1% |
| 3Y | +87.5% | +83.6% | +3.9% | +41.0% |
| All | +72.6% | +81.2% | -8.6% | +28.1% |
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