+190.1%
APLD vs HL
+246.8%
-56.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.0% | +7.7% | +8.7% |
| 7D | -12.7% | +8.9% | -21.7% | -17.1% |
| 30D | -34.7% | -10.1% | -24.6% | -31.2% |
| 3M | -46.1% | -7.0% | -39.1% | -44.5% |
| 6M | -64.9% | -18.8% | -46.1% | -61.5% |
| YTD | -36.6% | -23.1% | -13.4% | -30.3% |
| 1Y | -50.0% | +8.9% | -58.8% | -53.5% |
| 3Y | +190.1% | +255.0% | -64.9% | +37.0% |
| All | +190.1% | +246.8% | -56.6% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling