+917.7%
HUT vs BAM
+84.8%
+832.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.3% | +9.4% |
| 7D | +24.8% | -2.9% | +27.6% | +28.8% |
| 30D | -28.4% | +14.7% | -43.1% | -40.8% |
| 3M | -31.2% | -4.1% | -27.1% | -31.1% |
| 6M | -40.2% | +9.6% | -49.8% | -50.2% |
| YTD | +32.9% | +3.4% | +29.5% | +17.9% |
| 1Y | +39.1% | +1.0% | +38.0% | +27.9% |
| 3Y | +462.8% | +88.2% | +374.6% | +177.0% |
| All | +917.7% | +84.8% | +832.8% | +369.5% |
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