+229.3%
APLD vs HBM
+190.6%
+38.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.0% |
| 7D | +2.7% | +2.2% | +0.5% | +1.2% |
| 30D | -21.4% | -11.8% | -9.6% | -13.6% |
| 3M | -47.8% | -19.2% | -28.6% | -39.0% |
| 6M | -64.9% | -22.9% | -42.0% | -58.4% |
| YTD | -34.9% | +7.8% | -42.7% | -38.0% |
| 1Y | -30.7% | +34.9% | -65.7% | -43.3% |
| 3Y | +305.3% | +422.2% | -116.9% | +26.1% |
| All | +229.3% | +190.6% | +38.7% | +100.1% |
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