+446.5%
APLD vs HCA
+51.3%
+395.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.3% |
| 7D | +16.6% | -2.8% | +19.3% | +16.4% |
| 30D | -3.1% | -2.7% | -0.4% | -3.2% |
| 3M | -30.9% | +11.5% | -42.3% | -30.9% |
| 6M | +12.6% | -24.3% | +36.9% | +12.5% |
| YTD | +15.5% | -13.6% | +29.0% | +16.1% |
| 1Y | +103.5% | -3.2% | +106.7% | +106.9% |
| 3Y | +446.5% | +50.4% | +396.1% | +321.4% |
| All | +446.5% | +51.3% | +395.2% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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