+249.5%
APLD vs HSY
-13.7%
+263.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.7% |
| 7D | +19.6% | -2.3% | +22.0% | +19.0% |
| 30D | -24.5% | +6.3% | -30.7% | -23.3% |
| 3M | -45.6% | -5.2% | -40.4% | -45.6% |
| 6M | -61.4% | -8.3% | -53.1% | -61.3% |
| YTD | -30.9% | -2.7% | -28.2% | -30.1% |
| 1Y | -35.8% | +0.1% | -36.0% | -34.9% |
| 3Y | +261.4% | -1.0% | +262.5% | +274.9% |
| All | +249.5% | -13.7% | +263.2% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling