-29.0%
HUBS vs BAM
+81.2%
-110.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | +8.3% | -2.7% | +11.0% | +9.7% |
| 30D | -4.0% | +15.5% | -19.5% | -11.3% |
| 3M | -9.7% | -6.9% | -2.8% | -6.7% |
| 6M | +21.4% | +9.9% | +11.5% | +14.4% |
| YTD | -45.9% | +1.4% | -47.3% | -46.9% |
| 1Y | -44.4% | +3.3% | -47.7% | -46.0% |
| 3Y | -49.7% | +83.6% | -133.3% | -60.6% |
| All | -29.0% | +81.2% | -110.2% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling