+220.6%
APLD vs HTZ
-92.5%
+313.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -8.4% | +18.1% | +12.1% |
| 7D | -12.7% | -14.6% | +1.9% | -9.1% |
| 30D | -34.7% | -20.8% | -13.9% | -30.6% |
| 3M | -46.1% | -18.8% | -27.3% | -44.4% |
| 6M | -64.9% | -74.7% | +9.8% | -51.2% |
| YTD | -36.6% | -68.1% | +31.5% | -19.9% |
| 1Y | -50.0% | -73.5% | +23.5% | -33.5% |
| 3Y | +190.1% | -81.8% | +271.9% | +281.9% |
| All | +220.6% | -92.5% | +313.1% | +618.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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