+53.5%
LUNR vs HST
+61.7%
-8.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.8% |
| 7D | -3.6% | -1.0% | -2.6% | -3.7% |
| 30D | +5.9% | -12.3% | +18.1% | +5.6% |
| 3M | -56.0% | -6.4% | -49.6% | -56.1% |
| 6M | -20.5% | +15.0% | -35.5% | -20.7% |
| YTD | -8.7% | +30.5% | -39.3% | -8.3% |
| 1Y | +75.9% | +35.7% | +40.2% | +77.5% |
| 3Y | +202.9% | +68.4% | +134.5% | +217.6% |
| All | +53.5% | +61.7% | -8.3% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling