+223.1%
BMNR vs HUM
+80.8%
+142.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.2% | +2.7% |
| 7D | +0.2% | +2.1% | -1.8% | -0.4% |
| 30D | +39.9% | +5.4% | +34.5% | +37.5% |
| 3M | +51.5% | +11.4% | +40.1% | +45.5% |
| 6M | +18.9% | +141.5% | -122.6% | -22.7% |
| YTD | -7.8% | +61.2% | -69.0% | -26.2% |
| 1Y | -47.6% | +49.2% | -96.8% | -54.7% |
| All | +223.1% | +80.8% | +142.2% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 5y: compounded portfolio wealth divided by compounded HUM 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…
5y analysis · Full analysis span regression · 6 months rolling