+354.6%
APLD vs HALO
+173.9%
+180.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +7.5% |
| 7D | +7.8% | -22.0% | +29.8% | +10.9% |
| 30D | -23.0% | -8.5% | -14.5% | -22.5% |
| 3M | -39.7% | -0.9% | -38.8% | -39.9% |
| 6M | -59.8% | +53.1% | -112.9% | -62.7% |
| YTD | -27.0% | +51.1% | -78.0% | -31.8% |
| 1Y | -37.3% | +45.0% | -82.3% | -41.2% |
| All | +354.6% | +173.9% | +180.6% | +277.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling