+46.2%
HUT vs LUNR
+48.7%
-2.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.7% | +9.0% |
| 7D | +5.4% | -3.1% | +8.5% | +5.6% |
| 30D | +8.6% | -15.3% | +24.0% | +9.8% |
| 3M | -15.2% | -53.2% | +37.9% | -11.4% |
| 6M | +92.9% | -22.2% | +115.1% | +95.1% |
| YTD | +114.6% | -11.6% | +126.2% | +115.9% |
| 1Y | +208.5% | +68.4% | +140.1% | +203.9% |
| 3Y | +821.5% | +216.8% | +604.7% | +834.7% |
| All | +46.2% | +48.7% | -2.5% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling