+85.6%
IREN vs HLT
+121.1%
-35.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -4.3% |
| 7D | +14.6% | -1.5% | +16.0% | +16.2% |
| 30D | +17.1% | -1.2% | +18.4% | +18.1% |
| 3M | -16.0% | -10.3% | -5.7% | -6.2% |
| 6M | +16.8% | +1.3% | +15.6% | +13.4% |
| YTD | +20.1% | +7.0% | +13.1% | +7.4% |
| 1Y | +50.3% | +11.9% | +38.4% | +23.6% |
| 3Y | +871.5% | +100.7% | +770.9% | +295.5% |
| All | +85.6% | +121.1% | -35.5% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling