+91.9%
IREN vs HST
+61.9%
+30.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | +27.5% | +2.0% | +25.5% | +25.1% |
| 30D | +13.8% | -5.2% | +19.1% | +20.4% |
| 3M | -20.7% | -6.2% | -14.5% | -16.8% |
| 6M | +27.9% | +20.4% | +7.4% | +4.3% |
| YTD | +24.3% | +30.6% | -6.4% | -6.8% |
| 1Y | +79.2% | +37.4% | +41.8% | +22.7% |
| 3Y | +904.9% | +66.1% | +838.8% | +474.0% |
| All | +91.9% | +61.9% | +30.1% | +12.4% |
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