+85.6%
IREN vs HUT
+36.2%
+49.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -0.8% |
| 7D | +14.6% | +18.9% | -4.3% | +1.2% |
| 30D | +17.1% | +12.0% | +5.1% | +6.9% |
| 3M | -16.0% | -14.9% | -1.2% | -5.7% |
| 6M | +16.8% | +96.8% | -80.0% | -30.8% |
| YTD | +20.1% | +108.8% | -88.7% | -31.3% |
| 1Y | +50.3% | +227.4% | -177.1% | -41.2% |
| 3Y | +871.5% | +760.3% | +111.3% | +71.1% |
| All | +85.6% | +36.2% | +49.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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