Targeted hybrid capture bam files showing reads outside target regions in my bed file
It strongly depends on exactly what your protocol is. Note that there are a good number of tools for QCing capture data (here, here).
Off-target reads are a standard observation in capture experiments; recall that it is target enrichment, not target perfect purification, as commenter swbarnes2 suggests.
The real question is whether the proportion of those off-target reads is too high for your application, or otherwise suggests problems. Those depend on details of the technique that you will likely have to figure out yourself.
Here are some tables from the first of those QC papers (supplement), showing on-target proportions for various capture samples (sorry, it would have been a bit of effort to get text of the tables rather than images):


These data suggest that on-target reads are 60%-80% of mapped reads. Note that they also lose a lot of reads in mapping, so we cannot exclude the possibility of mis-mapped garbage reads contributing to off-target mapping.