-19.3%
IREN vs HST
+91.9%
-111.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.3% | -14.1% | -14.1% |
| 7D | -19.3% | +0.6% | -19.9% | -19.9% |
| 30D | -43.9% | +14.5% | -58.4% | -51.2% |
| 3M | -49.1% | +15.4% | -64.5% | -56.1% |
| 6M | -67.8% | +22.0% | -89.7% | -74.2% |
| YTD | -47.8% | +54.9% | -102.6% | -67.2% |
| 1Y | -67.2% | +54.0% | -121.2% | -79.5% |
| 3Y | +566.6% | +90.4% | +476.1% | +228.7% |
| All | -19.3% | +91.9% | -111.2% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling