+244.7%
APLD vs HDB
-7.5%
+252.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.9% | +5.8% |
| 7D | +3.1% | +13.7% | -10.6% | -5.4% |
| 30D | -29.4% | +15.8% | -45.2% | -36.6% |
| 3M | -42.8% | +9.2% | -52.0% | -46.7% |
| 6M | -59.5% | +3.2% | -62.6% | -61.7% |
| YTD | -31.8% | -29.4% | -2.4% | -14.2% |
| 1Y | -46.0% | -27.9% | -18.1% | -33.6% |
| 3Y | +252.0% | -5.9% | +257.9% | +217.8% |
| All | +244.7% | -7.5% | +252.2% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling