+220.6%
APLD vs HSY
-11.4%
+232.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.4% | +9.8% |
| 7D | -12.7% | +7.5% | -20.2% | -11.3% |
| 30D | -34.7% | +11.1% | -45.8% | -33.2% |
| 3M | -46.1% | -1.9% | -44.2% | -45.8% |
| 6M | -64.9% | -3.0% | -61.9% | -64.5% |
| YTD | -36.6% | 0.0% | -36.6% | -35.5% |
| 1Y | -50.0% | +9.4% | -59.4% | -48.7% |
| 3Y | +190.1% | +3.8% | +186.4% | +201.2% |
| All | +220.6% | -11.4% | +232.0% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling