+114.8%
HLT vs LUNR
+48.7%
+66.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -1.6% | -3.1% | +1.5% | -1.6% |
| 30D | -5.0% | -15.3% | +10.3% | -5.0% |
| 3M | -10.4% | -53.2% | +42.8% | -10.1% |
| 6M | +3.2% | -22.2% | +25.5% | +3.2% |
| YTD | +6.7% | -11.6% | +18.3% | +6.6% |
| 1Y | +10.3% | +68.4% | -58.2% | +9.9% |
| 3Y | +99.3% | +216.8% | -117.4% | +101.1% |
| All | +114.8% | +48.7% | +66.1% | +119.0% |
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