+48.7%
LUNR vs HBM
+272.8%
-224.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -3.1% | -3.3% | +0.2% | -2.1% |
| 30D | -15.3% | -4.8% | -10.5% | -14.2% |
| 3M | -53.2% | -0.4% | -52.7% | -53.4% |
| 6M | -22.2% | +17.9% | -40.1% | -25.7% |
| YTD | -11.6% | +33.7% | -45.3% | -17.3% |
| 1Y | +68.4% | +95.6% | -27.2% | +45.9% |
| 3Y | +216.8% | +458.1% | -241.3% | +146.0% |
| All | +48.7% | +272.8% | -224.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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