-25.7%
IREN vs HTZ
-93.4%
+67.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -6.1% |
| 7D | -16.0% | -8.5% | -7.5% | -14.0% |
| 30D | -40.5% | -18.9% | -21.6% | -37.7% |
| 3M | -59.4% | -36.0% | -23.4% | -55.1% |
| 6M | -67.1% | -74.6% | +7.5% | -56.1% |
| YTD | -51.9% | -70.8% | +18.9% | -40.1% |
| 1Y | -62.7% | -75.3% | +12.6% | -51.5% |
| 3Y | +507.7% | -81.6% | +589.3% | +632.8% |
| All | -25.7% | -93.4% | +67.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling