+223.1%
BMNR vs USHY
+7.2%
+215.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +2.8% |
| 7D | +0.2% | -0.7% | +0.9% | +17.0% |
| 30D | +39.9% | -0.7% | +40.6% | +64.9% |
| 3M | +51.5% | +0.1% | +51.5% | +50.5% |
| 6M | +18.9% | +1.8% | +17.1% | -32.2% |
| YTD | -7.8% | +1.8% | -9.6% | -49.0% |
| 1Y | -47.6% | +3.3% | -50.9% | -90.2% |
| All | +223.1% | +7.2% | +215.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling