+308.1%
HUBS vs GME
+285.6%
+22.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | -9.0% | +10.4% | -19.4% | -9.4% |
| 30D | +7.2% | +14.1% | -6.8% | +6.5% |
| 3M | +20.9% | -4.6% | +25.5% | +21.0% |
| 6M | -13.0% | -13.5% | +0.5% | -12.6% |
| YTD | -43.8% | +5.3% | -49.2% | -44.1% |
| 1Y | -54.6% | -14.9% | -39.8% | -54.4% |
| 3Y | -58.5% | +24.3% | -82.7% | -61.2% |
| 5Y | -66.4% | -55.6% | -10.8% | -68.1% |
| All | +308.1% | +285.6% | +22.5% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling