+897.3%
IREN vs HST
+67.0%
+830.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.0% |
| 7D | +26.0% | -1.0% | +27.1% | +27.3% |
| 30D | +14.9% | -12.3% | +27.1% | +29.8% |
| 3M | -27.8% | -6.4% | -21.4% | -24.6% |
| 6M | +1.9% | +15.0% | -13.1% | -12.7% |
| YTD | +18.3% | +30.5% | -12.2% | -10.8% |
| 1Y | +71.0% | +35.7% | +35.3% | +19.8% |
| All | +897.3% | +67.0% | +830.3% | +432.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling