+54.8%
LUNR vs HBM
+305.2%
-250.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.5% |
| 7D | +0.5% | +5.5% | -5.0% | -1.1% |
| 30D | -5.3% | +3.3% | -8.6% | -6.3% |
| 3M | -45.6% | +12.7% | -58.3% | -47.7% |
| 6M | -17.4% | +28.2% | -45.6% | -23.0% |
| YTD | -7.9% | +45.3% | -53.3% | -16.0% |
| 1Y | +77.6% | +121.7% | -44.1% | +48.9% |
| 3Y | +247.4% | +523.5% | -276.1% | +163.4% |
| All | +54.8% | +305.2% | -250.4% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling