+219.7%
BMNR vs HAS
+44.3%
+175.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +1.2% |
| 7D | +6.0% | -3.1% | +9.1% | +8.7% |
| 30D | +31.6% | -2.7% | +34.3% | +34.4% |
| 3M | +47.0% | +8.9% | +38.1% | +35.1% |
| 6M | +31.2% | -2.9% | +34.1% | +32.6% |
| YTD | -8.8% | +12.6% | -21.4% | -35.9% |
| 1Y | -43.4% | +17.5% | -60.9% | -64.8% |
| All | +219.7% | +44.3% | +175.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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