+431.5%
APLD vs HLT
+112.1%
+319.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.7% |
| 7D | -0.5% | -2.6% | +2.1% | +2.2% |
| 30D | -13.2% | -2.6% | -10.5% | -10.9% |
| 3M | -33.8% | -9.4% | -24.3% | -26.6% |
| 6M | -5.9% | +2.7% | -8.6% | -9.5% |
| YTD | +5.1% | +6.8% | -1.6% | -3.5% |
| 1Y | +51.8% | +12.4% | +39.5% | +26.1% |
| 3Y | +397.7% | +100.2% | +297.5% | +85.9% |
| All | +431.5% | +112.1% | +319.5% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling