-46.5%
APLD vs HBM
+47.3%
-93.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.4% | -9.6% |
| 7D | -18.5% | -5.8% | -12.7% | -14.7% |
| 30D | -32.8% | -18.5% | -14.3% | -20.7% |
| 3M | -46.9% | -10.3% | -36.6% | -42.1% |
| 6M | -53.4% | +2.1% | -55.5% | -55.6% |
| YTD | -32.3% | +12.0% | -44.3% | -40.3% |
| 1Y | -46.5% | +49.8% | -96.3% | -66.8% |
| All | -46.5% | +47.3% | -93.8% | -66.8% |
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