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Hyperliquid Mirror Index

● HistoricalFrom the current constituents' on-chain history · 90D also shown as the sum of 30-day returns (Mirrorland method)

All time · NAV

latest NAV

Drawdown from daily NAV points

Return & drawdown methodology

Returns come from the current constituents' real trading history, not a live NAV. Each day, index return = Σ weight × that trader's time-weighted daily return (deposits never count as profit). Before a trader's history starts, their slice is held as cash; coverage = share of weight with data. 7D / 30D use Hyperliquid's short-window account samples (stitched, ~2–16 h resolution). Mirrorland sums consecutive 30-day returns for 90D+ (principal fixed, profit claimed monthly); we show the compounded figure and that one. Max drawdown uses sampled points and can miss moves between samples.

30-day returns by entry date

If you had bought on that date and held 30 days · rightmost is the latest 30 days

Constituents 30D

Trader	Rating	Equity rank	PnL rank	ROI rank	Weight	30D return	Contribution

Contribution = weight × 30D return · real historical data · click a trader for their dossier

Scan of every tracked wallet · refreshes every 30 s from the local database (run collect.py to keep it fresh)