+78.0%
HST vs BAM
+85.9%
-7.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -2.7% | +9.7% | -12.4% | -6.2% |
| 30D | +10.7% | +19.0% | -8.3% | +3.3% |
| 3M | +6.3% | +0.6% | +5.7% | +5.6% |
| 6M | +19.0% | +11.1% | +7.9% | +12.8% |
| YTD | +47.0% | +4.2% | +42.9% | +42.5% |
| 1Y | +53.4% | +3.3% | +50.1% | +49.0% |
| 3Y | +78.0% | +88.8% | -10.8% | +31.6% |
| All | +78.0% | +85.9% | -7.9% | +31.6% |
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