+346.3%
BMNR vs CHYM
-23.3%
+369.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.4% |
| 7D | +0.2% | -2.3% | +2.5% | +1.5% |
| 30D | +39.9% | +4.4% | +35.5% | +31.7% |
| 3M | +51.5% | +91.3% | -39.8% | -37.6% |
| 6M | +18.9% | +44.0% | -25.1% | -32.2% |
| YTD | -7.8% | +31.1% | -38.9% | -43.4% |
| 1Y | -47.6% | +37.8% | -85.5% | -72.1% |
| All | +346.3% | -23.3% | +369.6% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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