+243.9%
APLD vs HBM
+198.3%
+45.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +2.3% |
| 7D | -6.3% | +2.4% | -8.7% | -7.6% |
| 30D | -29.6% | -16.0% | -13.6% | -19.9% |
| 3M | -42.6% | -21.3% | -21.3% | -31.8% |
| 6M | -59.6% | -12.2% | -47.3% | -56.2% |
| YTD | -32.0% | +10.7% | -42.6% | -36.5% |
| 1Y | -46.9% | +30.3% | -77.2% | -55.6% |
| 3Y | +255.7% | +432.2% | -176.6% | +9.2% |
| All | +243.9% | +198.3% | +45.6% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling