+192.2%
APLD vs HST
+70.8%
+121.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.7% | -9.0% | -9.0% |
| 7D | -27.0% | -4.2% | -22.8% | -23.4% |
| 30D | -44.1% | +9.6% | -53.6% | -48.6% |
| 3M | -52.6% | -1.1% | -51.5% | -52.0% |
| 6M | -64.5% | +21.1% | -85.6% | -71.2% |
| YTD | -42.2% | +47.1% | -89.3% | -61.0% |
| 1Y | -57.2% | +64.0% | -121.2% | -74.7% |
| 3Y | +159.5% | +77.1% | +82.4% | +30.1% |
| All | +192.2% | +70.8% | +121.3% | +65.5% |
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