-50.0%
APLD vs HST
+57.3%
-107.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.8% | +9.8% |
| 7D | -12.7% | -2.7% | -10.0% | -10.0% |
| 30D | -34.7% | +10.7% | -45.4% | -38.8% |
| 3M | -46.1% | +6.3% | -52.4% | -48.0% |
| 6M | -64.9% | +19.0% | -83.8% | -70.8% |
| YTD | -36.6% | +47.0% | -83.6% | -53.7% |
| 1Y | -50.0% | +53.4% | -103.4% | -64.1% |
| All | -50.0% | +57.3% | -107.2% | -64.1% |
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