-46.5%
APLD vs HL
+22.6%
-69.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +13.2% | -19.9% | -13.7% |
| 7D | -18.5% | +0.2% | -18.7% | -19.2% |
| 30D | -32.8% | -12.1% | -20.6% | -28.0% |
| 3M | -46.9% | -2.8% | -44.0% | -46.7% |
| 6M | -53.4% | -14.9% | -38.5% | -50.2% |
| YTD | -32.3% | -22.0% | -10.2% | -25.0% |
| 1Y | -46.5% | +25.0% | -71.5% | -53.6% |
| All | -46.5% | +22.6% | -69.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling