-26.3%
HUBS vs BAM
+66.2%
-92.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -6.6% | -2.4% | -5.6% |
| 30D | +7.2% | -12.4% | +19.7% | +15.4% |
| 3M | +20.9% | +2.4% | +18.5% | +19.6% |
| 6M | -13.0% | +7.9% | -21.0% | -17.2% |
| YTD | -43.8% | -7.0% | -36.8% | -42.0% |
| 1Y | -54.6% | -13.4% | -41.2% | -51.4% |
| 3Y | -58.5% | +46.9% | -105.3% | -64.2% |
| All | -26.3% | +66.2% | -92.6% | -39.8% |
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