+269.3%
APLD vs HPQ
-8.6%
+277.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.4% |
| 7D | +7.8% | -3.2% | +11.1% | +9.7% |
| 30D | -23.0% | -3.0% | -19.9% | -22.6% |
| 3M | -39.7% | +0.6% | -40.3% | -42.2% |
| 6M | -59.8% | +36.6% | -96.4% | -70.2% |
| YTD | -27.0% | +35.0% | -62.0% | -46.7% |
| 1Y | -37.3% | +23.1% | -60.4% | -51.0% |
| 3Y | +281.9% | +18.6% | +263.2% | +166.7% |
| All | +269.3% | -8.6% | +277.8% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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