-46.5%
APLD vs HST
+76.4%
-122.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.6% |
| 7D | -18.5% | +3.3% | -21.9% | -20.3% |
| 30D | -32.8% | +16.4% | -49.1% | -38.9% |
| 3M | -46.9% | +5.5% | -52.3% | -48.7% |
| 6M | -53.4% | +31.1% | -84.5% | -62.8% |
| YTD | -32.3% | +55.9% | -88.2% | -48.3% |
| 1Y | -46.5% | +75.6% | -122.1% | -59.2% |
| All | -46.5% | +76.4% | -122.9% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling