+344.5%
LUNR vs HAS
+221.5%
+123.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.7% |
| 7D | +22.7% | +2.0% | +20.7% | +22.1% |
| 30D | -5.3% | +30.9% | -36.2% | -12.0% |
| 3M | -26.1% | +28.8% | -54.9% | -31.1% |
| 6M | -62.4% | +32.3% | -94.8% | -65.6% |
| YTD | -25.0% | +54.7% | -79.6% | -36.1% |
| 1Y | +29.0% | +63.2% | -34.2% | +7.4% |
| All | +344.5% | +221.5% | +123.0% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling