+212.5%
BMNR vs HST
+56.5%
+156.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.4% |
| 7D | +5.0% | -0.3% | +5.3% | +4.8% |
| 30D | +33.8% | -2.8% | +36.5% | +31.3% |
| 3M | +49.4% | -6.5% | +55.9% | +43.2% |
| 6M | +17.0% | +20.7% | -3.8% | +44.7% |
| YTD | -10.8% | +30.5% | -41.3% | +28.5% |
| 1Y | -45.7% | +36.8% | -82.5% | -26.6% |
| All | +212.5% | +56.5% | +156.0% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling