+84.0%
APLD vs HBM
+123.0%
-38.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.4% |
| 7D | +4.1% | -6.4% | +10.4% | +9.0% |
| 30D | -11.7% | +5.9% | -17.6% | -15.6% |
| 3M | -40.3% | -8.9% | -31.4% | -37.4% |
| 6M | -8.0% | +10.7% | -18.6% | -18.2% |
| YTD | +7.5% | +38.3% | -30.7% | -14.3% |
| 1Y | +84.0% | +121.3% | -37.3% | +28.7% |
| All | +84.0% | +123.0% | -38.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling