-42.9%
IREN vs HST
+4.6%
-47.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | 0.0% | +20.1% | +20.1% |
| 7D | -9.6% | -2.7% | -7.0% | -4.4% |
| 30D | -44.1% | +10.7% | -54.8% | -45.5% |
| 3M | -42.9% | +6.3% | -49.2% | -40.0% |
| All | -42.9% | +4.6% | -47.6% | -40.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling