+34.3%
HUT vs LUNR
+51.5%
-17.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.4% |
| 7D | +2.8% | -0.5% | +3.4% | +2.9% |
| 30D | +2.1% | -11.3% | +13.3% | +2.8% |
| 3M | -14.3% | -44.9% | +30.6% | -11.2% |
| 6M | +84.2% | -17.3% | +101.5% | +85.8% |
| YTD | +97.2% | -9.9% | +107.1% | +98.1% |
| 1Y | +192.7% | +76.1% | +116.6% | +187.8% |
| 3Y | +712.6% | +240.0% | +472.6% | +724.0% |
| All | +34.3% | +51.5% | -17.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling