+126.9%
BMNR vs HTZ
-75.4%
+202.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -4.7% |
| 7D | -6.3% | -8.5% | +2.2% | -6.3% |
| 30D | -21.0% | -18.9% | -2.1% | -20.7% |
| 3M | -3.9% | -36.0% | +32.2% | -4.7% |
| 6M | -17.0% | -74.6% | +57.6% | -26.7% |
| YTD | -35.2% | -70.8% | +35.6% | -39.3% |
| 1Y | -51.9% | -75.3% | +23.4% | -60.2% |
| All | +126.9% | -75.4% | +202.3% | +59.2% |
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