+72.0%
HAL vs LUNR
+48.7%
+23.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -3.3% | -3.1% | -0.2% | -3.3% |
| 30D | +8.2% | -15.3% | +23.5% | +8.3% |
| 3M | -9.4% | -53.2% | +43.7% | -8.8% |
| 6M | +0.6% | -22.2% | +22.9% | +0.6% |
| YTD | +28.6% | -11.6% | +40.2% | +28.2% |
| 1Y | +63.9% | +68.4% | -4.5% | +62.3% |
| 3Y | -7.1% | +216.8% | -223.9% | -7.9% |
| All | +72.0% | +48.7% | +23.3% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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