+220.6%
APLD vs HST
+70.8%
+149.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.8% | +9.8% |
| 7D | -12.7% | -2.7% | -10.0% | -9.9% |
| 30D | -34.7% | +10.7% | -45.4% | -40.6% |
| 3M | -46.1% | +6.3% | -52.4% | -49.1% |
| 6M | -64.9% | +19.0% | -83.8% | -71.0% |
| YTD | -36.6% | +47.0% | -83.6% | -57.1% |
| 1Y | -50.0% | +53.4% | -103.4% | -68.0% |
| 3Y | +190.1% | +78.0% | +112.1% | +44.4% |
| All | +220.6% | +70.8% | +149.8% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling