+237.9%
HIMS vs LUNR
+51.5%
+186.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -1.4% | -0.5% | -0.8% | -1.3% |
| 30D | -10.1% | -11.3% | +1.2% | -9.6% |
| 3M | -1.2% | -44.9% | +43.7% | +1.3% |
| 6M | +16.9% | -17.3% | +34.2% | +17.2% |
| YTD | -15.5% | -9.9% | -5.6% | -16.0% |
| 1Y | -42.6% | +76.1% | -118.7% | -44.5% |
| 3Y | +320.2% | +240.0% | +80.2% | +315.8% |
| All | +237.9% | +51.5% | +186.4% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling