+264.7%
LUNR vs HAS
+45.6%
+219.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +6.6% |
| 7D | +6.5% | -3.1% | +9.6% | +7.6% |
| 30D | -4.4% | -2.7% | -1.7% | -3.7% |
| 3M | -47.3% | +8.9% | -56.2% | -49.1% |
| 6M | -11.1% | -2.9% | -8.1% | -11.6% |
| YTD | -3.4% | +12.6% | -16.0% | -10.6% |
| 1Y | +85.8% | +17.5% | +68.3% | +68.3% |
| 3Y | +264.7% | +46.2% | +218.4% | +153.2% |
| All | +264.7% | +45.6% | +219.1% | +153.2% |
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