+238.8%
HIMS vs LUNR
+48.7%
+190.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -8.2% | -15.3% | +7.1% | -7.5% |
| 3M | -4.7% | -53.2% | +48.5% | -1.5% |
| 6M | +6.3% | -22.2% | +28.5% | +6.8% |
| YTD | -15.3% | -11.6% | -3.7% | -15.7% |
| 1Y | -46.9% | +68.4% | -115.3% | -48.5% |
| 3Y | +321.3% | +216.8% | +104.5% | +316.9% |
| All | +238.8% | +48.7% | +190.1% | +281.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling