+28.4%
HYG vs BAM
+81.2%
-52.9%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.4% | -2.7% | +2.3% | -0.1% |
| 30D | +0.7% | +15.5% | -14.8% | -0.8% |
| 3M | -2.1% | -6.9% | +4.7% | -1.5% |
| 6M | -0.8% | +9.9% | -10.7% | -2.0% |
| YTD | +0.3% | +1.4% | -1.1% | -0.3% |
| 1Y | +1.8% | +3.3% | -1.5% | +0.9% |
| 3Y | +24.1% | +83.6% | -59.5% | +13.4% |
| All | +28.4% | +81.2% | -52.9% | +16.6% |
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