+223.1%
BMNR vs HIG
+8.7%
+214.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.8% | +4.3% |
| 7D | +0.2% | -1.5% | +1.7% | +4.0% |
| 30D | +39.9% | -0.4% | +40.3% | +39.7% |
| 3M | +51.5% | +6.7% | +44.8% | +11.7% |
| 6M | +18.9% | +2.0% | +16.9% | -9.9% |
| YTD | -7.8% | +0.3% | -8.1% | -34.4% |
| 1Y | -47.6% | +4.2% | -51.8% | -82.6% |
| All | +223.1% | +8.7% | +214.3% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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