-40.8%
BMNR vs JHX
+56.2%
-97.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -6.6% |
| 7D | +4.9% | +1.5% | +3.4% | +4.3% |
| 30D | +35.5% | +7.2% | +28.3% | +32.0% |
| 3M | +39.6% | +29.9% | +9.6% | +25.8% |
| 6M | +18.2% | +35.4% | -17.1% | +2.1% |
| YTD | -8.0% | +46.5% | -54.5% | -21.7% |
| 1Y | -40.8% | +55.5% | -96.3% | -48.2% |
| All | -40.8% | +56.2% | -97.0% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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