-35.8%
APLD vs HBM
+31.2%
-67.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.2% |
| 7D | +19.6% | +5.1% | +14.6% | +14.9% |
| 30D | -24.5% | -15.8% | -8.7% | -12.4% |
| 3M | -45.6% | -22.4% | -23.2% | -32.9% |
| 6M | -61.4% | -20.2% | -41.2% | -54.6% |
| YTD | -30.9% | +9.0% | -39.9% | -36.8% |
| 1Y | -35.8% | +27.4% | -63.2% | -50.7% |
| All | -35.8% | +31.2% | -67.0% | -50.7% |
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