+649.2%
HWM vs LUNR
+54.8%
+594.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.5% |
| 7D | -8.0% | +0.5% | -8.6% | -8.1% |
| 30D | -18.0% | -5.3% | -12.7% | -18.0% |
| 3M | -9.5% | -45.6% | +36.1% | -8.9% |
| 6M | -8.4% | -17.4% | +9.0% | -8.5% |
| YTD | +13.6% | -7.9% | +21.6% | +13.1% |
| 1Y | +30.2% | +77.6% | -47.4% | +28.5% |
| 3Y | +392.2% | +247.4% | +144.8% | +387.3% |
| All | +649.2% | +54.8% | +594.4% | +625.4% |
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 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