+54.8%
LUNR vs HAS
+9.1%
+45.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.3% |
| 7D | +0.5% | -4.8% | +5.4% | +1.9% |
| 30D | -5.3% | -5.1% | -0.2% | -4.0% |
| 3M | -45.6% | +6.4% | -52.0% | -46.9% |
| 6M | -17.4% | -5.6% | -11.7% | -17.0% |
| YTD | -7.9% | +11.0% | -18.9% | -13.0% |
| 1Y | +77.6% | +16.8% | +60.9% | +64.8% |
| 3Y | +247.4% | +44.0% | +203.4% | +191.9% |
| All | +54.8% | +9.1% | +45.7% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling