+443.7%
APLD vs HST
+51.6%
+392.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | +4.1% | -1.0% | +5.1% | +5.1% |
| 30D | -11.7% | -12.3% | +0.5% | +0.2% |
| 3M | -40.3% | -6.4% | -33.9% | -37.1% |
| 6M | -8.0% | +15.0% | -23.0% | -20.8% |
| YTD | +7.5% | +30.5% | -23.0% | -18.4% |
| 1Y | +84.0% | +35.7% | +48.3% | +30.1% |
| 3Y | +356.2% | +68.4% | +287.9% | +135.7% |
| All | +443.7% | +51.6% | +392.1% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling