+289.4%
HPE vs LUNR
+228.4%
+61.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.8% | +14.3% | +12.6% |
| 7D | +19.4% | -3.1% | +22.5% | +19.7% |
| 30D | +5.6% | -15.3% | +21.0% | +7.2% |
| 3M | +33.1% | -53.2% | +86.2% | +41.8% |
| 6M | +192.5% | -22.2% | +214.7% | +193.8% |
| YTD | +160.9% | -11.6% | +172.5% | +155.5% |
| 1Y | +155.0% | +68.4% | +86.5% | +133.4% |
| 3Y | +289.4% | +216.8% | +72.6% | +262.4% |
| All | +289.4% | +228.4% | +61.0% | +262.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling