+948.6%
IREN vs HLT
+99.0%
+849.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.9% | -1.6% | -0.3% | -0.5% |
| 30D | +0.4% | -5.0% | +5.4% | +5.0% |
| 3M | -22.7% | -10.4% | -12.3% | -14.5% |
| 6M | +4.4% | +3.2% | +1.2% | -0.4% |
| YTD | +16.0% | +6.7% | +9.3% | +4.7% |
| 1Y | +33.4% | +10.3% | +23.2% | +13.0% |
| 3Y | +948.6% | +99.3% | +849.2% | +287.5% |
| All | +948.6% | +99.0% | +849.6% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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