+459.6%
APLD vs HSY
-14.3%
+473.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.2% |
| 7D | +9.0% | -3.0% | +11.9% | +8.5% |
| 30D | -6.6% | -5.0% | -1.6% | -7.2% |
| 3M | -35.2% | -1.3% | -33.9% | -35.2% |
| 6M | +0.4% | -21.5% | +21.9% | -1.8% |
| YTD | +10.7% | -3.3% | +14.0% | +11.0% |
| 1Y | +78.6% | -5.5% | +84.0% | +79.2% |
| 3Y | +423.9% | -9.9% | +433.9% | +451.2% |
| All | +459.6% | -14.3% | +473.9% | +433.5% |
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