+54.8%
LUNR vs HIG
+112.2%
-57.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.8% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -5.3% | -2.8% | -2.5% | -5.1% |
| 3M | -45.6% | +6.3% | -52.0% | -46.4% |
| 6M | -17.4% | -0.1% | -17.3% | -17.6% |
| YTD | -7.9% | +0.4% | -8.4% | -8.6% |
| 1Y | +77.6% | +6.2% | +71.4% | +73.6% |
| 3Y | +247.4% | +101.6% | +145.8% | +224.6% |
| All | +54.8% | +112.2% | -57.4% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling