-15.0%
HUM vs BAM
+84.8%
-99.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.9% |
| 7D | +6.9% | -2.9% | +9.8% | +7.0% |
| 30D | +3.2% | +14.7% | -11.5% | +2.6% |
| 3M | +20.0% | -4.1% | +24.1% | +19.9% |
| 6M | +63.5% | +9.6% | +53.9% | +62.3% |
| YTD | +75.9% | +3.4% | +72.5% | +75.0% |
| 1Y | +85.7% | +1.0% | +84.7% | +84.9% |
| 3Y | -6.1% | +88.2% | -94.3% | -4.0% |
| All | -15.0% | +84.8% | -99.8% | -13.1% |
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 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