-40.8%
BMNR vs ALHC
-16.6%
-24.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | +35.5% | -1.0% | +36.5% | +35.5% |
| 3M | +39.6% | -10.2% | +49.7% | +39.5% |
| 6M | +18.2% | -28.3% | +46.5% | +18.7% |
| YTD | -8.0% | -31.4% | +23.4% | -8.6% |
| 1Y | -40.8% | -16.9% | -23.9% | -41.0% |
| All | -40.8% | -16.6% | -24.2% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling