+642.7%
HUBS vs GME
+179.1%
+463.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.0% |
| 7D | -12.4% | +6.0% | -18.4% | -12.6% |
| 30D | +1.4% | +8.3% | -7.0% | +0.9% |
| 3M | +16.0% | -9.1% | +25.0% | +16.4% |
| 6M | -17.0% | -16.3% | -0.7% | -16.4% |
| YTD | -44.3% | +1.5% | -45.8% | -44.4% |
| 1Y | -54.3% | -16.3% | -38.0% | -54.0% |
| 3Y | -58.4% | +15.1% | -73.5% | -61.2% |
| 5Y | -66.7% | -57.2% | -9.5% | -68.3% |
| 10Y | +315.9% | +274.5% | +41.4% | +171.4% |
| All | +642.7% | +179.1% | +463.6% | +387.5% |
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