-4.5%
LUNR vs HST
+76.4%
-80.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.9% |
| 7D | -14.3% | +3.3% | -17.6% | -15.7% |
| 30D | -30.5% | +16.4% | -46.9% | -35.5% |
| 3M | -28.9% | +5.5% | -34.3% | -31.6% |
| 6M | -60.8% | +31.1% | -92.0% | -67.6% |
| YTD | -38.8% | +55.9% | -94.7% | -52.4% |
| 1Y | -4.5% | +75.6% | -80.1% | -29.3% |
| All | -4.5% | +76.4% | -80.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling