-25.7%
IREN vs HST
+88.7%
-114.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -16.0% | +3.6% | -19.6% | -19.2% |
| 30D | -40.5% | +11.2% | -51.8% | -46.6% |
| 3M | -59.4% | +13.1% | -72.5% | -64.2% |
| 6M | -67.1% | +23.9% | -91.0% | -74.0% |
| YTD | -51.9% | +52.3% | -104.2% | -69.1% |
| 1Y | -62.7% | +56.7% | -119.3% | -77.1% |
| 3Y | +507.7% | +87.5% | +420.2% | +205.5% |
| All | -25.7% | +88.7% | -114.4% | -62.8% |
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