+226.2%
LUNR vs HTZ
-82.6%
+308.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -8.4% | +29.8% | +22.7% |
| 7D | -1.9% | -14.6% | +12.7% | +0.2% |
| 30D | -27.3% | -20.8% | -6.6% | -25.0% |
| 3M | -29.9% | -18.8% | -11.1% | -28.5% |
| 6M | -60.2% | -74.7% | +14.5% | -53.6% |
| YTD | -35.5% | -68.1% | +32.6% | -27.4% |
| 1Y | +9.5% | -73.5% | +83.0% | +25.1% |
| 3Y | +226.2% | -81.8% | +308.0% | +251.1% |
| All | +226.2% | -82.6% | +308.7% | +251.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling