+223.1%
BMNR vs HST
+57.9%
+165.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +3.0% | +3.7% |
| 7D | +0.2% | +0.9% | -0.6% | +0.8% |
| 30D | +39.9% | -2.5% | +42.4% | +37.6% |
| 3M | +51.5% | -5.1% | +56.6% | +47.1% |
| 6M | +18.9% | +21.6% | -2.7% | +47.7% |
| YTD | -7.8% | +31.6% | -39.4% | +33.7% |
| 1Y | -47.6% | +36.1% | -83.8% | -34.2% |
| All | +223.1% | +57.9% | +165.2% | +573.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling