-46.9%
HIMS vs LUNR
+73.3%
-120.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | -0.1% |
| 30D | -8.2% | -15.3% | +7.1% | -5.3% |
| 3M | -4.7% | -53.2% | +48.5% | +7.2% |
| 6M | +6.3% | -22.2% | +28.5% | +4.3% |
| YTD | -15.3% | -11.6% | -3.7% | -20.6% |
| 1Y | -46.9% | +68.4% | -115.3% | -61.9% |
| All | -46.9% | +73.3% | -120.2% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling