+51.5%
LUNR vs HST
+62.4%
-10.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | -11.3% | -0.7% | -10.6% | -11.3% |
| 3M | -44.9% | -4.0% | -40.9% | -45.0% |
| 6M | -17.3% | +20.7% | -38.0% | -17.4% |
| YTD | -9.9% | +31.0% | -41.0% | -9.4% |
| 1Y | +76.1% | +36.2% | +39.9% | +77.8% |
| 3Y | +240.0% | +66.6% | +173.4% | +252.7% |
| All | +51.5% | +62.4% | -10.9% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling