+34.7%
LUNR vs HST
+88.7%
-54.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +24.2% | +3.6% | +20.6% | +24.1% |
| 30D | +18.0% | +11.2% | +6.8% | +18.0% |
| 3M | -26.0% | +13.1% | -39.1% | -25.9% |
| 6M | -63.6% | +23.9% | -87.5% | -63.6% |
| YTD | -19.9% | +52.3% | -72.2% | -19.4% |
| 1Y | +50.1% | +56.7% | -6.6% | +51.3% |
| 3Y | +374.5% | +87.5% | +286.9% | +385.1% |
| All | +34.7% | +88.7% | -54.0% | +37.5% |
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