+82.7%
IREN vs HST
+61.7%
+21.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.8% |
| 3M | -27.8% | -6.4% | -21.4% | -24.2% |
| 6M | +1.9% | +15.0% | -13.1% | -12.6% |
| YTD | +18.3% | +30.5% | -12.2% | -11.2% |
| 1Y | +71.0% | +35.7% | +35.3% | +18.7% |
| 3Y | +882.0% | +68.4% | +813.6% | +452.9% |
| All | +82.7% | +61.7% | +21.0% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling