+420.9%
APLD vs HLT
+99.5%
+321.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.9% |
| 7D | +9.0% | -1.5% | +10.4% | +10.2% |
| 30D | -6.6% | -1.2% | -5.4% | -5.9% |
| 3M | -35.2% | -10.3% | -24.9% | -28.5% |
| 6M | +0.4% | +1.3% | -0.8% | -1.3% |
| YTD | +10.7% | +7.0% | +3.7% | +3.3% |
| 1Y | +78.6% | +11.9% | +66.7% | +55.0% |
| All | +420.9% | +99.5% | +321.4% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling