+223.1%
BMNR vs EQH
+3.9%
+219.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +1.9% |
| 7D | +0.2% | +0.7% | -0.5% | -0.5% |
| 30D | +39.9% | +2.8% | +37.1% | +35.3% |
| 3M | +51.5% | +23.1% | +28.4% | +16.2% |
| 6M | +18.9% | +41.4% | -22.5% | -27.3% |
| YTD | -7.8% | +14.3% | -22.1% | -17.7% |
| 1Y | -47.6% | +1.6% | -49.2% | -34.7% |
| All | +223.1% | +3.9% | +219.2% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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