+79.2%
IREN vs HST
+36.9%
+42.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +27.5% | +2.0% | +25.5% | +26.7% |
| 30D | +13.8% | -5.2% | +19.1% | +15.5% |
| 3M | -20.7% | -6.2% | -14.5% | -20.4% |
| 6M | +27.9% | +20.4% | +7.4% | +21.4% |
| YTD | +24.3% | +30.6% | -6.4% | +26.3% |
| 1Y | +79.2% | +37.4% | +41.8% | +70.5% |
| All | +79.2% | +36.9% | +42.3% | +70.5% |
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