-67.4%
IREN vs HST
+76.4%
-143.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.3% | -12.5% | -11.7% |
| 7D | -24.7% | +3.3% | -28.0% | -25.7% |
| 30D | -46.4% | +16.4% | -62.7% | -49.5% |
| 3M | -46.9% | +5.5% | -52.3% | -48.2% |
| 6M | -56.1% | +31.1% | -87.3% | -61.9% |
| YTD | -42.5% | +55.9% | -98.5% | -47.7% |
| 1Y | -67.4% | +75.6% | -143.0% | -68.0% |
| All | -67.4% | +76.4% | -143.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling