+8.5%
LUNR vs HTZ
-92.8%
+101.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -8.4% | +29.8% | +22.6% |
| 7D | -1.9% | -14.6% | +12.7% | 0.0% |
| 30D | -27.3% | -20.8% | -6.6% | -25.3% |
| 3M | -29.9% | -18.8% | -11.1% | -28.7% |
| 6M | -60.2% | -74.7% | +14.5% | -54.4% |
| YTD | -35.5% | -68.1% | +32.6% | -28.3% |
| 1Y | +9.5% | -73.5% | +83.0% | +23.4% |
| 3Y | +226.2% | -81.8% | +308.0% | +248.7% |
| All | +8.5% | -92.8% | +101.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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