+91.9%
IREN vs HL
+232.9%
-141.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.5% |
| 7D | +27.5% | +7.1% | +20.4% | +23.8% |
| 30D | +13.8% | +21.4% | -7.6% | +4.6% |
| 3M | -20.7% | +37.4% | -58.1% | -30.7% |
| 6M | +27.9% | +0.4% | +27.5% | +25.1% |
| YTD | +24.3% | +6.7% | +17.6% | +16.7% |
| 1Y | +79.2% | +102.4% | -23.2% | +22.9% |
| 3Y | +904.9% | +417.4% | +487.5% | +294.0% |
| All | +91.9% | +232.9% | -141.0% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling