+459.6%
APLD vs HL
+202.5%
+257.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.1% |
| 7D | +9.0% | +0.4% | +8.6% | +8.6% |
| 30D | -6.6% | +18.8% | -25.4% | -15.1% |
| 3M | -35.2% | +43.7% | -79.0% | -46.6% |
| 6M | +0.4% | -1.0% | +1.5% | -0.7% |
| YTD | +10.7% | +8.7% | +2.0% | +2.0% |
| 1Y | +78.6% | +105.0% | -26.4% | +15.8% |
| 3Y | +423.9% | +427.3% | -3.3% | +81.6% |
| All | +459.6% | +202.5% | +257.1% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling