+48.7%
LUNR vs HIG
+111.9%
-63.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -3.1% | -1.5% | -1.7% | -3.0% |
| 30D | -15.3% | -0.4% | -15.0% | -15.4% |
| 3M | -53.2% | +6.7% | -59.8% | -53.8% |
| 6M | -22.2% | +2.0% | -24.2% | -22.8% |
| YTD | -11.6% | +0.3% | -11.9% | -12.2% |
| 1Y | +68.4% | +4.2% | +64.2% | +65.4% |
| 3Y | +216.8% | +102.2% | +114.5% | +196.1% |
| All | +48.7% | +111.9% | -63.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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