+459.6%
APLD vs HALO
+157.3%
+302.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | +9.0% | -2.1% | +11.0% | +9.7% |
| 30D | -6.6% | +4.6% | -11.3% | -8.1% |
| 3M | -35.2% | +50.2% | -85.5% | -44.3% |
| 6M | +0.4% | +57.6% | -57.2% | -15.3% |
| YTD | +10.7% | +59.6% | -48.9% | -6.9% |
| 1Y | +78.6% | +41.2% | +37.4% | +55.6% |
| 3Y | +423.9% | +178.9% | +245.1% | +195.9% |
| All | +459.6% | +157.3% | +302.3% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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