+216.8%
LUNR vs HUBB
+46.2%
+170.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -3.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.0% |
| 30D | -15.3% | -10.0% | -5.4% | -7.0% |
| 3M | -53.2% | -1.6% | -51.6% | -53.3% |
| 6M | -22.2% | -3.1% | -19.1% | -22.4% |
| YTD | -11.6% | +4.6% | -16.2% | -18.5% |
| 1Y | +68.4% | +3.3% | +65.1% | +58.8% |
| 3Y | +216.8% | +46.6% | +170.2% | +163.6% |
| All | +216.8% | +46.2% | +170.6% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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