-12.4%
IREN vs HUT
-19.0%
+6.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.3% | -9.4% | -7.0% |
| 7D | -2.8% | +3.7% | -6.4% | -6.4% |
| 30D | -39.2% | -32.3% | -6.8% | -20.2% |
| 3M | -48.1% | -35.6% | -12.4% | -31.1% |
| 6M | -65.0% | -42.1% | -22.9% | -49.1% |
| YTD | -43.3% | +24.1% | -67.4% | -54.0% |
| 1Y | -65.7% | +27.9% | -93.6% | -73.6% |
| 3Y | +620.9% | +409.1% | +211.8% | +79.3% |
| All | -12.4% | -19.0% | +6.6% | -52.8% |
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