+212.3%
BMNR vs HTZ
-66.4%
+278.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | -8.5% | -9.7% | +1.2% | -9.1% |
| 30D | +33.8% | -16.3% | +50.1% | +32.6% |
| 3M | +54.7% | -58.8% | +113.6% | +42.2% |
| 6M | +16.7% | -48.9% | +65.6% | +19.4% |
| YTD | -10.9% | -60.1% | +49.3% | -16.4% |
| 1Y | -46.9% | -65.0% | +18.0% | -56.1% |
| All | +212.3% | -66.4% | +278.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling