+223.1%
BMNR vs HIMS
-49.1%
+272.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.2% | +3.3% |
| 7D | +0.2% | -0.7% | +1.0% | +0.5% |
| 30D | +39.9% | -8.2% | +48.1% | +44.0% |
| 3M | +51.5% | -4.7% | +56.2% | +50.9% |
| 6M | +18.9% | +6.3% | +12.6% | +10.9% |
| YTD | -7.8% | -15.3% | +7.5% | -4.9% |
| 1Y | -47.6% | -46.9% | -0.8% | -33.5% |
| All | +223.1% | -49.1% | +272.2% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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