+91.9%
IREN vs HIMS
+242.3%
-150.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.4% |
| 7D | +27.5% | -0.9% | +28.4% | +27.9% |
| 30D | +13.8% | -10.8% | +24.7% | +18.4% |
| 3M | -20.7% | +3.7% | -24.4% | -22.5% |
| 6M | +27.9% | +79.0% | -51.1% | -2.6% |
| YTD | +24.3% | -13.2% | +37.5% | +22.7% |
| 1Y | +79.2% | -43.3% | +122.4% | +102.5% |
| 3Y | +904.9% | +331.4% | +573.5% | +208.7% |
| All | +91.9% | +242.3% | -150.3% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling