+29.9%
HYG vs BAM
+66.2%
-36.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.7% | -6.6% | +5.9% | 0.0% |
| 30D | -0.7% | -12.4% | +11.7% | +0.6% |
| 3M | -0.2% | +2.4% | -2.6% | -0.6% |
| 6M | +1.4% | +7.9% | -6.5% | +0.4% |
| YTD | +1.5% | -7.0% | +8.5% | +1.8% |
| 1Y | +2.9% | -13.4% | +16.3% | +4.0% |
| 3Y | +25.6% | +46.9% | -21.2% | +17.5% |
| All | +29.9% | +66.2% | -36.3% | +19.1% |
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 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