-47.6%
BMNR vs HST
+36.5%
-84.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +3.0% | +3.2% |
| 7D | +0.2% | +0.9% | -0.6% | -0.1% |
| 30D | +39.9% | -2.5% | +42.4% | +41.5% |
| 3M | +51.5% | -5.1% | +56.6% | +54.2% |
| 6M | +18.9% | +21.6% | -2.7% | +2.4% |
| YTD | -7.8% | +31.6% | -39.4% | -22.6% |
| 1Y | -47.6% | +36.1% | -83.8% | -55.8% |
| All | -47.6% | +36.5% | -84.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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