+82.5%
HUBB vs BAM
+80.8%
+1.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.4% |
| 7D | +4.6% | -2.0% | +6.6% | +5.4% |
| 30D | -8.4% | +13.7% | -22.0% | -13.2% |
| 3M | -14.3% | -4.8% | -9.6% | -13.0% |
| 6M | -9.3% | +7.6% | -16.9% | -12.8% |
| YTD | -0.5% | +1.2% | -1.7% | -2.6% |
| 1Y | -2.1% | -2.3% | +0.1% | -2.7% |
| 3Y | +57.2% | +84.1% | -26.9% | +23.3% |
| All | +82.5% | +80.8% | +1.7% | +43.0% |
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