-54.1%
BMNR vs HLT
+42.8%
-96.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.8% | -10.7% | -11.4% |
| 7D | -12.3% | +3.6% | -15.8% | -13.8% |
| 30D | -27.5% | +14.6% | -42.1% | -32.7% |
| 3M | +3.1% | +13.9% | -10.8% | -4.4% |
| 6M | -17.7% | +18.3% | -36.0% | -25.6% |
| YTD | -30.0% | +28.9% | -58.9% | -40.0% |
| 1Y | -54.1% | +40.0% | -94.2% | -61.2% |
| All | -54.1% | +42.8% | -96.9% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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