-25.7%
IREN vs HUT
-18.2%
-7.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.1% | +0.4% | -1.7% |
| 7D | -16.0% | +9.3% | -25.4% | -21.7% |
| 30D | -40.5% | -23.1% | -17.4% | -29.0% |
| 3M | -59.4% | -30.6% | -28.8% | -48.7% |
| 6M | -67.1% | -46.9% | -20.2% | -48.9% |
| YTD | -51.9% | +25.3% | -77.2% | -61.2% |
| 1Y | -62.7% | +59.8% | -122.5% | -75.3% |
| 3Y | +507.7% | +467.2% | +40.5% | +41.0% |
| All | -25.7% | -18.2% | -7.5% | -60.2% |
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