+44.0%
HUBB vs GME
+14.2%
+29.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -1.7% | +6.0% | -7.7% | -1.8% |
| 30D | -12.7% | +8.3% | -21.0% | -12.8% |
| 3M | -2.9% | -9.1% | +6.1% | -2.8% |
| 6M | -4.8% | -16.3% | +11.5% | -4.6% |
| YTD | +2.8% | +1.5% | +1.2% | +2.6% |
| 1Y | +3.5% | -16.3% | +19.9% | +3.7% |
| All | +44.0% | +14.2% | +29.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling