-40.8%
BMNR vs USHY
+4.6%
-45.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.3% |
| 7D | +4.9% | -0.1% | +5.0% | +7.0% |
| 30D | +35.5% | +0.1% | +35.4% | +35.3% |
| 3M | +39.6% | +0.8% | +38.8% | +30.2% |
| 6M | +18.2% | +1.7% | +16.5% | +5.6% |
| YTD | -8.0% | +2.5% | -10.5% | -24.4% |
| 1Y | -40.8% | +4.4% | -45.2% | -59.3% |
| All | -40.8% | +4.6% | -45.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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