-54.1%
BMNR vs HBM
+35.9%
-90.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -7.4% | -5.2% | -8.2% |
| 7D | -12.3% | -11.9% | -0.4% | -5.1% |
| 30D | -27.5% | -23.6% | -3.8% | -14.9% |
| 3M | +3.1% | -20.5% | +23.6% | +17.7% |
| 6M | -17.7% | -7.9% | -9.9% | -15.5% |
| YTD | -30.0% | +3.8% | -33.8% | -42.3% |
| 1Y | -54.1% | +31.7% | -85.8% | -73.5% |
| All | -54.1% | +35.9% | -90.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling