+85.6%
IREN vs HIMS
+239.0%
-153.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.0% |
| 7D | +14.6% | -2.7% | +17.3% | +15.7% |
| 30D | +17.1% | -12.2% | +29.3% | +22.5% |
| 3M | -16.0% | -3.7% | -12.3% | -15.3% |
| 6M | +16.8% | +25.9% | -9.1% | +4.0% |
| YTD | +20.1% | -14.1% | +34.2% | +19.1% |
| 1Y | +50.3% | -41.6% | +91.9% | +68.4% |
| 3Y | +871.5% | +327.3% | +544.3% | +199.6% |
| All | +85.6% | +239.0% | -153.4% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling