+238.7%
HL vs LUNR
+54.8%
+183.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.0% |
| 7D | +0.4% | +0.5% | -0.2% | +0.4% |
| 30D | +18.8% | -5.3% | +24.1% | +19.0% |
| 3M | +43.7% | -45.6% | +89.3% | +45.7% |
| 6M | -1.0% | -17.4% | +16.3% | -0.7% |
| YTD | +8.7% | -7.9% | +16.7% | +8.9% |
| 1Y | +105.0% | +77.6% | +27.4% | +103.3% |
| 3Y | +427.3% | +247.4% | +179.8% | +415.9% |
| All | +238.7% | +54.8% | +183.9% | +286.5% |
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