+51.5%
LUNR vs HAS
+10.6%
+40.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.5% |
| 7D | -0.5% | -3.1% | +2.5% | +0.3% |
| 30D | -11.3% | -6.4% | -4.9% | -9.7% |
| 3M | -44.9% | +10.4% | -55.3% | -46.8% |
| 6M | -17.3% | -3.7% | -13.6% | -17.5% |
| YTD | -9.9% | +12.5% | -22.4% | -15.1% |
| 1Y | +76.1% | +19.8% | +56.3% | +62.1% |
| 3Y | +240.0% | +46.0% | +194.0% | +184.5% |
| All | +51.5% | +10.6% | +40.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HAS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling