+244.7%
APLD vs HBM
+209.7%
+35.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.0% | -1.5% | +1.4% |
| 7D | +3.1% | +5.0% | -1.9% | -0.1% |
| 30D | -29.4% | -12.7% | -16.6% | -21.7% |
| 3M | -42.8% | -17.4% | -25.3% | -34.2% |
| 6M | -59.5% | -8.9% | -50.6% | -57.1% |
| YTD | -31.8% | +14.9% | -46.7% | -37.9% |
| 1Y | -46.0% | +41.4% | -87.4% | -57.2% |
| 3Y | +252.0% | +462.1% | -210.1% | +4.2% |
| All | +244.7% | +209.7% | +35.0% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling