+2,702.1%
HUBB vs GME
+1,066.0%
+1,636.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +4.8% | +0.4% | +4.4% | +4.8% |
| 30D | -9.3% | -1.4% | -7.9% | -9.2% |
| 3M | -3.9% | -15.1% | +11.3% | -3.1% |
| 6M | -0.8% | -22.5% | +21.6% | +0.4% |
| YTD | +5.6% | -5.9% | +11.5% | +5.6% |
| 1Y | +7.7% | -18.6% | +26.4% | +8.6% |
| 3Y | +47.5% | +6.7% | +40.8% | +35.3% |
| 5Y | +153.7% | -62.0% | +215.7% | +138.0% |
| 10Y | +433.0% | +239.5% | +193.6% | +137.3% |
| All | +2,702.1% | +1,066.0% | +1,636.2% | +812.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling