+54.8%
LUNR vs HUBB
+134.9%
-80.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.7% |
| 7D | +0.5% | +1.1% | -0.5% | +0.1% |
| 30D | -5.3% | -9.6% | +4.3% | -0.6% |
| 3M | -45.6% | -6.2% | -39.4% | -44.1% |
| 6M | -17.4% | -6.2% | -11.2% | -15.4% |
| YTD | -7.9% | +3.4% | -11.3% | -9.6% |
| 1Y | +77.6% | +5.3% | +72.3% | +74.3% |
| 3Y | +247.4% | +44.4% | +203.1% | +245.7% |
| All | +54.8% | +134.9% | -80.1% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling