+985.4%
IREN vs HIMS
+324.7%
+660.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.0% |
| 7D | +14.6% | -2.7% | +17.3% | +15.6% |
| 30D | +17.1% | -12.2% | +29.3% | +22.0% |
| 3M | -16.0% | -3.7% | -12.3% | -15.2% |
| 6M | +16.8% | +25.9% | -9.1% | +6.3% |
| YTD | +20.1% | -14.1% | +34.2% | +20.0% |
| 1Y | +50.3% | -41.6% | +91.9% | +66.4% |
| All | +985.4% | +324.7% | +660.7% | +300.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling