+243.9%
APLD vs HL
+107.3%
+136.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.0% | +3.5% |
| 7D | -6.3% | +8.2% | -14.5% | -10.9% |
| 30D | -29.6% | -16.3% | -13.3% | -23.1% |
| 3M | -42.6% | -18.6% | -24.0% | -36.7% |
| 6M | -59.6% | -23.2% | -36.4% | -54.4% |
| YTD | -32.0% | -25.5% | -6.5% | -24.1% |
| 1Y | -46.9% | -4.8% | -42.2% | -48.1% |
| 3Y | +255.7% | +281.4% | -25.8% | +47.7% |
| All | +243.9% | +107.3% | +136.6% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling