+37.0%
HPQ vs LUNR
+228.4%
-191.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.8% | +10.2% | +8.5% |
| 7D | +9.8% | -3.1% | +12.9% | +9.9% |
| 30D | +22.4% | -15.3% | +37.7% | +23.2% |
| 3M | +45.2% | -53.2% | +98.3% | +50.7% |
| 6M | +96.4% | -22.2% | +118.7% | +96.5% |
| YTD | +65.4% | -11.6% | +77.0% | +62.8% |
| 1Y | +31.6% | +68.4% | -36.9% | +24.1% |
| 3Y | +37.0% | +216.8% | -179.7% | +28.4% |
| All | +37.0% | +228.4% | -191.3% | +28.4% |
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