-40.8%
BMNR vs HUBB
+8.5%
-49.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | +4.9% | +0.5% | +4.4% | +4.6% |
| 30D | +35.5% | -10.0% | +45.5% | +46.4% |
| 3M | +39.6% | -4.8% | +44.3% | +40.7% |
| 6M | +18.2% | -5.6% | +23.8% | +15.0% |
| YTD | -8.0% | +4.7% | -12.7% | -20.5% |
| 1Y | -40.8% | +6.7% | -47.5% | -50.2% |
| All | -40.8% | +8.5% | -49.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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