+190.1%
APLD vs HSY
+3.5%
+186.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.4% | +9.9% |
| 7D | -12.7% | +7.5% | -20.2% | -10.3% |
| 30D | -34.7% | +11.1% | -45.8% | -32.1% |
| 3M | -46.1% | -1.9% | -44.2% | -45.7% |
| 6M | -64.9% | -3.0% | -61.9% | -64.4% |
| YTD | -36.6% | 0.0% | -36.6% | -34.7% |
| 1Y | -50.0% | +9.4% | -59.4% | -47.3% |
| 3Y | +190.1% | +3.8% | +186.4% | +214.8% |
| All | +190.1% | +3.5% | +186.6% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling