+190.1%
APLD vs HBM
+348.5%
-158.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.6% | +8.1% | +8.6% |
| 7D | -12.7% | -3.6% | -9.1% | -10.2% |
| 30D | -34.7% | -19.2% | -15.5% | -23.5% |
| 3M | -46.1% | -20.5% | -25.6% | -36.1% |
| 6M | -64.9% | -12.8% | -52.0% | -61.6% |
| YTD | -36.6% | +5.4% | -42.0% | -38.5% |
| 1Y | -50.0% | +33.0% | -82.9% | -58.3% |
| 3Y | +190.1% | +357.3% | -167.2% | -21.4% |
| All | +190.1% | +348.5% | -158.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling