+212.5%
BMNR vs ALHC
-14.8%
+227.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.3% |
| 7D | +5.0% | -4.1% | +9.1% | +6.3% |
| 30D | +33.8% | -5.4% | +39.2% | +35.5% |
| 3M | +49.4% | -32.1% | +81.6% | +63.5% |
| 6M | +17.0% | -28.5% | +45.4% | +18.7% |
| YTD | -10.8% | -34.0% | +23.2% | -7.0% |
| 1Y | -45.7% | -20.9% | -24.8% | -56.1% |
| All | +212.5% | -14.8% | +227.3% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling