+78.5%
IREN vs HIMS
+233.4%
-154.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.2% |
| 7D | +4.8% | -1.4% | +6.1% | +5.4% |
| 30D | +9.8% | -10.1% | +19.8% | +14.0% |
| 3M | -15.3% | -1.2% | -14.1% | -15.4% |
| 6M | +14.5% | +16.9% | -2.4% | +4.9% |
| YTD | +15.5% | -15.5% | +31.0% | +15.3% |
| 1Y | +29.8% | -42.6% | +72.3% | +46.4% |
| 3Y | +834.5% | +320.2% | +514.3% | +190.0% |
| All | +78.5% | +233.4% | -154.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 10y: compounded portfolio wealth divided by compounded HIMS 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…
10y analysis · Full analysis span regression · 6 months rolling