-11.5%
IREN vs HST
+82.2%
-93.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | 0.0% | +20.1% | +20.1% |
| 7D | -9.6% | -2.7% | -7.0% | -6.6% |
| 30D | -44.1% | +10.7% | -54.8% | -49.3% |
| 3M | -42.9% | +6.3% | -49.2% | -46.1% |
| 6M | -64.5% | +19.0% | -83.5% | -70.7% |
| YTD | -42.7% | +47.0% | -89.7% | -61.8% |
| 1Y | -67.7% | +53.4% | -121.1% | -79.7% |
| 3Y | +547.9% | +78.0% | +469.9% | +245.2% |
| All | -11.5% | +82.2% | -93.7% | -53.9% |
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