-14.3%
HUM vs BAM
+81.2%
-95.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -2.7% | +6.4% | +3.8% |
| 30D | +5.5% | +15.5% | -10.0% | +4.9% |
| 3M | +17.1% | -6.9% | +24.0% | +17.2% |
| 6M | +48.3% | +9.9% | +38.4% | +47.2% |
| YTD | +77.4% | +1.4% | +76.0% | +76.6% |
| 1Y | +92.6% | +3.3% | +89.3% | +91.4% |
| 3Y | -6.1% | +83.6% | -89.7% | -4.0% |
| All | -14.3% | +81.2% | -95.5% | -12.3% |
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 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