-35.8%
APLD vs HST
+53.7%
-89.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.5% |
| 7D | +19.6% | +3.6% | +16.0% | +16.0% |
| 30D | -24.5% | +9.9% | -34.4% | -29.1% |
| 3M | -45.6% | +12.9% | -58.5% | -50.0% |
| 6M | -61.4% | +22.9% | -84.3% | -68.7% |
| YTD | -30.9% | +52.4% | -83.3% | -50.9% |
| 1Y | -35.8% | +52.5% | -88.4% | -54.6% |
| All | -35.8% | +53.7% | -89.6% | -54.6% |
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 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