-46.9%
APLD vs HST
+55.2%
-102.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -2.5% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -29.6% | +14.5% | -44.0% | -36.1% |
| 3M | -42.6% | +15.4% | -58.0% | -48.4% |
| 6M | -59.6% | +22.0% | -81.5% | -67.0% |
| YTD | -32.0% | +54.9% | -86.8% | -53.2% |
| 1Y | -46.9% | +54.0% | -100.9% | -63.3% |
| All | -46.9% | +55.2% | -102.2% | -63.3% |
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