+582.4%
HWM vs BAM
+78.0%
+504.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -2.1% | -2.0% | -0.1% | -1.4% |
| 30D | -11.0% | -2.9% | -8.1% | -10.2% |
| 3M | +4.0% | +9.4% | -5.3% | -0.5% |
| 6M | -0.2% | +10.8% | -11.0% | -5.3% |
| YTD | +26.7% | -0.4% | +27.1% | +25.0% |
| 1Y | +44.7% | -10.9% | +55.6% | +49.6% |
| 3Y | +426.1% | +61.3% | +364.8% | +327.0% |
| All | +582.4% | +78.0% | +504.5% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling