-24.0%
HUM vs BAM
+67.8%
-91.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | +3.7% | -8.8% | +12.5% | +3.9% |
| 3M | +10.4% | +2.2% | +8.2% | +10.1% |
| 6M | +125.7% | +5.9% | +119.8% | +124.3% |
| YTD | +57.3% | -6.1% | +63.5% | +57.2% |
| 1Y | +48.6% | -11.6% | +60.3% | +49.0% |
| 3Y | -11.3% | +51.7% | -63.0% | -8.9% |
| All | -24.0% | +67.8% | -91.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling