+220.6%
APLD vs HL
+113.9%
+106.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.0% | +7.7% | +8.7% |
| 7D | -12.7% | +8.9% | -21.7% | -17.2% |
| 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% | -61.4% |
| YTD | -36.6% | -23.1% | -13.4% | -30.3% |
| 1Y | -50.0% | +8.9% | -58.8% | -54.3% |
| 3Y | +190.1% | +255.0% | -64.9% | +25.8% |
| All | +220.6% | +113.9% | +106.7% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling