+54.8%
LUNR vs HST
+61.7%
-6.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +0.5% | -0.3% | +0.9% | +0.5% |
| 30D | -5.3% | -2.8% | -2.5% | -5.4% |
| 3M | -45.6% | -6.5% | -39.1% | -45.7% |
| 6M | -17.4% | +20.7% | -38.1% | -17.5% |
| YTD | -7.9% | +30.5% | -38.4% | -7.5% |
| 1Y | +77.6% | +36.8% | +40.9% | +79.4% |
| 3Y | +247.4% | +65.9% | +181.6% | +260.4% |
| All | +54.8% | +61.7% | -6.8% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling