-40.8%
BMNR vs HCA
-0.5%
-40.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.6% |
| 7D | +4.9% | -3.1% | +8.0% | +4.6% |
| 30D | +35.5% | -1.1% | +36.6% | +35.3% |
| 3M | +39.6% | +12.2% | +27.4% | +39.8% |
| 6M | +18.2% | -25.3% | +43.6% | +24.8% |
| YTD | -8.0% | -12.9% | +4.9% | -4.5% |
| 1Y | -40.8% | -0.9% | -39.9% | -35.5% |
| All | -40.8% | -0.5% | -40.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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