+249.5%
APLD vs HCA
+99.0%
+150.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +19.6% | -1.3% | +21.0% | +20.0% |
| 30D | -24.5% | +8.7% | -33.1% | -26.7% |
| 3M | -45.6% | +21.0% | -66.6% | -49.2% |
| 6M | -61.4% | +17.0% | -78.4% | -63.7% |
| YTD | -30.9% | +7.8% | -38.7% | -33.3% |
| 1Y | -35.8% | +6.4% | -42.3% | -37.8% |
| 3Y | +261.4% | +120.0% | +141.4% | +107.5% |
| All | +249.5% | +99.0% | +150.5% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling