+223.1%
BMNR vs ALHC
-17.6%
+240.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.8% |
| 7D | +0.2% | -6.9% | +7.1% | +2.3% |
| 30D | +39.9% | -6.7% | +46.6% | +42.3% |
| 3M | +51.5% | -37.7% | +89.2% | +70.7% |
| 6M | +18.9% | -30.0% | +48.9% | +20.5% |
| YTD | -7.8% | -36.2% | +28.3% | -3.0% |
| 1Y | -47.6% | -22.9% | -24.7% | -57.8% |
| All | +223.1% | -17.6% | +240.6% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling