+264.7%
LUNR vs HST
+68.6%
+196.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +6.5% | +2.0% | +4.5% | +4.8% |
| 30D | -4.4% | -5.2% | +0.8% | -0.1% |
| 3M | -47.3% | -6.2% | -41.0% | -45.4% |
| 6M | -11.1% | +20.4% | -31.5% | -27.0% |
| YTD | -3.4% | +30.6% | -34.0% | -26.2% |
| 1Y | +85.8% | +37.4% | +48.4% | +34.3% |
| 3Y | +264.7% | +66.1% | +198.5% | +99.2% |
| All | +264.7% | +68.6% | +196.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling