+507.7%
IREN vs HL
+247.8%
+259.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.9% | -6.0% |
| 7D | -16.0% | -11.1% | -4.9% | -12.2% |
| 30D | -40.5% | -12.1% | -28.5% | -37.7% |
| 3M | -59.4% | -26.1% | -33.3% | -54.8% |
| 6M | -67.1% | -37.7% | -29.3% | -61.6% |
| YTD | -51.9% | -31.7% | -20.2% | -46.1% |
| 1Y | -62.7% | -11.6% | -51.0% | -61.4% |
| 3Y | +507.7% | +249.6% | +258.0% | +312.3% |
| All | +507.7% | +247.8% | +259.9% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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