+611.7%
HWM vs LUNR
+34.7%
+577.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +7.3% | +24.2% | -16.9% | +6.9% |
| 30D | +1.6% | +18.0% | -16.4% | +1.3% |
| 3M | -21.9% | -26.0% | +4.1% | -21.7% |
| 6M | -19.0% | -63.6% | +44.5% | -18.3% |
| YTD | +7.9% | -19.9% | +27.8% | +7.5% |
| 1Y | +9.9% | +50.1% | -40.2% | +8.6% |
| 3Y | +342.1% | +374.5% | -32.3% | +338.8% |
| All | +611.7% | +34.7% | +577.0% | +589.4% |
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 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