-14.8%
IREN vs HST
+90.8%
-105.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.2% |
| 7D | -4.0% | -1.3% | -2.7% | -2.4% |
| 30D | -40.1% | +13.4% | -53.5% | -47.2% |
| 3M | -47.6% | +16.7% | -64.3% | -55.1% |
| 6M | -62.2% | +24.0% | -86.2% | -70.2% |
| YTD | -44.8% | +54.0% | -98.8% | -65.0% |
| 1Y | -63.7% | +55.0% | -118.7% | -77.4% |
| 3Y | +604.1% | +89.3% | +514.7% | +250.3% |
| All | -14.8% | +90.8% | -105.5% | -57.8% |
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