-26.9%
HUBS vs BAM
+66.1%
-93.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.3% |
| 7D | -12.4% | -6.1% | -6.3% | -9.4% |
| 30D | +1.4% | -13.8% | +15.2% | +10.0% |
| 3M | +16.0% | +4.4% | +11.6% | +13.5% |
| 6M | -17.0% | +6.4% | -23.4% | -20.3% |
| YTD | -44.3% | -7.1% | -37.2% | -42.4% |
| 1Y | -54.3% | -11.8% | -42.5% | -51.5% |
| 3Y | -58.4% | +50.2% | -108.5% | -64.3% |
| All | -26.9% | +66.1% | -93.1% | -40.3% |
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