-23.8%
HUM vs BAM
+66.1%
-90.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -1.4% | -6.1% | +4.6% | -1.3% |
| 30D | +7.5% | -13.8% | +21.3% | +8.0% |
| 3M | +10.2% | +4.4% | +5.8% | +9.7% |
| 6M | +132.5% | +6.4% | +126.1% | +130.9% |
| YTD | +57.6% | -7.1% | +64.7% | +57.5% |
| 1Y | +48.6% | -11.8% | +60.4% | +48.9% |
| 3Y | -11.2% | +50.2% | -61.3% | -8.7% |
| All | -23.8% | +66.1% | -90.0% | -21.7% |
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