+229.3%
APLD vs HLT
+158.4%
+70.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.9% |
| 7D | +2.7% | +0.7% | +2.0% | +1.9% |
| 30D | -21.4% | +13.7% | -35.2% | -32.7% |
| 3M | -47.8% | +16.3% | -64.2% | -56.8% |
| 6M | -64.9% | +19.9% | -84.8% | -72.1% |
| YTD | -34.9% | +30.1% | -64.9% | -52.8% |
| 1Y | -30.7% | +38.5% | -69.3% | -54.4% |
| 3Y | +305.3% | +131.0% | +174.3% | +28.4% |
| All | +229.3% | +158.4% | +70.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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